Director - Model Validation, Interest Rates
LSEG(1 month ago)
About this role
The Model Risk Management Director at LSEG leads independent validation and oversight of pricing and risk models across the Group, with primary coverage of Rates, fixed income pricing, curve construction and margining. The role sits within the Model Risk Management centre of excellence in Group Risk and supports governance and assurance of the model lifecycle across LSEG's divisions.
Required Skills
- Model Validation
- Rates Modelling
- Curve Construction
- Python
- C++
- R
- SAS
- Communication
- Leadership
- Governance
+1 more
Qualifications
- PhD or MS in Applied Mathematics, Finance, Statistics, Physics or Engineering
About LSEG
lseg.comLSEG is your trusted global financial markets infrastructure and data provider. Discover how we deliver value for our customers.
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