. least-square Monte Carlo, stochastic dynamic programming) Ensure Model Validation work are documented to appropriate standard...
needs. Assist Project Manager in risk management: identifying, prioritising, mitigating, and reporting risks;apply Monte...
to implement Monte Carlo simulations, binomial trees, option pricing models, and securitization waterfall models Leading...
, SQL, with modelling concepts such as Monte-Carlo simulation Experience working as an actuary, catastrophe modelling, CAT...
. Pricing Strategy & Modelling Lead the development and enhancement of pricing models, including historical, Monte Carlo...