Model Validator - Pricing Algorithmic Trading Models jobs at Citi Group in Poland, Warsaw
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Poland
Warsaw
24 jobs found
10.07.2024
CG
Citi Group Model Validator - Pricing Algorithmic Trading Models Poland, Masovian Voivodeship, Warsaw
Develops, enhances, and validates the methods of measuring and analyzing risk, for models from pricing and algorithmic trading areas. Also, may develop, validate and strategize uses of market risk models....
Develops, enhances, and validates the methods of measuring and analyzing risk, for models from pricing and algorithmic trading areas. Also, may develop, validate and strategize uses of market risk models....
5+ years of relevant experience. Knowledge of financial instruments, simulation and pricing methodologies, risk estimation and regulatory requirements. Sound knowledge of stochastic calculus, numerical methods and statistics. Strong communication skills...
ETrading models review and validation. Market risk and counterparty credit risk models review and validation. Wholesale credit risk models review and validation. Benchmark models review and validation. Manage model risk...
Performing independent validation of qualitative models across the firm. This includes:Critically reviewing the appropriateness of a qualitative model versus alternative quantitative approachProducing models validation reports, highlighting risks and limitations of...
Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models...
Perform independent validation of tools used in AML (scenarios, KYC tools) with support of experienced validator, using statistical software. Prepare validation reports in a detailed, structured and clear manner, describing...
Develops, enhances, and validates the methods of measuring and analyzing risk, for models from pricing and algorithmic trading areas. Also, may develop, validate and strategize uses of market risk models....
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