Quantsos is looking for a curious and eager to learn intern, with a good work discipline and some autonomy and reactivity. The internship will cover multiple areas, and can be further developed and refined with the intern’s input. Tasks will cover: C++ / C# / Python / Excel development of multiple tools. Assistance to refine […]
Read moreThere are two key reasons why it is critical to validate the yield curve framework in any front office pricing system thoroughly and in a way that is easily repeatable: 1 – The yield curve framework is one of the most important components in any front office pricing system as it has widespread valuation impacts […]
Read moreMyth #1 Purchasing a third-party vendor software solution means no model validation is required Not so fast! Buying a third-party vendor software solution for front office pricing and risk requirements rather than developing one internally does not remove the need for an independent validation that the model is fit for purpose and is functioning correctly. […]
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