Take charge of model risk within equities derivatives at BeachHead. As a Quantitative Model Risk Developer, you’ll leverage your technical skills to enhance testing strategies.
In this vital role, you will create and oversee model testing requirements for equities derivatives pricing models. Your responsibilities include integrating input models, developing test plans, and communicating updates to senior management. Strong stakeholder relationships will be key as you navigate challenges and shifting priorities to deliver high-quality solutions.
Key Responsibilities:
• Create and manage model implementation testing requirements
• Support integration with input curves and downstream risk models
• Develop comprehensive model test strategies
• Generate detailed test cases and document analyses
• Communicate testing updates and issues to stakeholders
Requirements:
• Experience with Market Risk and Credit Risk modeling
• Proficiency in Python for data analysis