* Candidate should have worked on Model Validation and "Rates" products.
* Understand and implement the price testing methodology; suggesting improvements and efficiencies where possible.
* Ability to communicate, explain variances and investigate issues autonomously.
* Review and maintain a strong control environment by performing a thorough review of processes.
* Ability to work in a fast paced environment, produce deliverables on timely basis and in an efficient manner.
* Strong knowledge of fixed income products, market conventions and discounting.
* Understanding of curve construction methodologies and approaches.
* The role requires liaison with risk, onshore Valuations and reporting teams.
* Should have worked any of the models
LMM / BGM Models