Model Validation Analyst

vor 10 Stunden

Genf, Genf, Schweiz Pangea Vollzeit

Model Validation Analyst

Pangea is representing a leading commodity trader who is seeking to appoint a Model Validation specialist in their Swiss office.

Role responsibilities:

  • Working closely with the Front Office to cover modelling as well as writing of pricing libraries
  • Quantitative research and exotic model development
  • Develop their own library for validation to complement the front office activity

Experience required:

  • Experience validating pricing models for commodities (Gas, Power, LNG)
  • Dynamic programming experience
  • Proven experience interacting with a variety of front office stakeholders

If this sounds of interest to you, please click the link and apply

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