I have worked in a commercial bank quant analyst for two years, and I am going for the final round interview with a valuation risk position in a BB. Here is part of the Job decription:
"The technical team in Valuation Risk Group is responsible for reviewing valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book.
we review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models. We work closely with traders, modelers, risk managers, and product controller to accomplish our tasks.
"
My career goal is to work in a risk function in a big bank, and wan to get more exposure in quant and risk management.
thanks
