Model Controller


  • Company_icon Exact Solutions Kft.
  • Location_icon Budapest
  • Mentés
  • Az álláshirdetés 8 napja lett aktiválva


About the team

Valuation Review Group, as part of the firm’s Finance organization, provides an independent valuation control service across the entire spectrum of financial instruments within the firm's sales and trading inventory.

  • Independently review and assess the complex mathematical models used for valuations of exotic derivatives and other financial instruments.
  • Assess the valuation methodologies, testing of valuation tools, identification and resolution of valuation discrepancies, and communicating assessments to senior management and challenging model developers.
  • Interface with key/senior stakeholders (both on finance and business side), governing bodies and business partners to discuss the status of the validation work, results of test work and reporting
  • Knowledge of financial markets and derivatives
  • Knowledge of financial markets and derivatives
  • Unit, Trading Strategists, Finance senior management, and the Market Risk Department
  • Ability to challenge the valuation methodologies proposed by the Business
  • The ideal candidate will have experience with proficiency in the theory and application of derivatives modelling.
  • Strong academics required with preference for an advanced degree in a quantitative discipline: e.g. financial engineering, statistics, mathematics, physics, or engineering
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