Pricing Model Validation to developing models

Joined
6/9/15
Messages
8
Points
13
Hi,

I am a MSFE graduate and I have been working in Model Validation of Front Office Fixed Income (mainly mortgage) pricing models for a little more than a year. I didn't work Full-Time prior to the MSFE. I was wondering if you think it would be feasible to leverage the knowledge I have obtained while validating these models to actually moving to the front office and developing such models? I understand this depends on a number of things but I would like to try and ascertain how feasible this would be.

Thanks
 
A strange question, really!
You have validated models and thus you know their pitfalls, don't you?
So try to develop a better model. If you succeed, you can switch from validation to development. If not, nobody will need you new model, which is not better than the old one.
 
Back
Top Bottom