Comprehensive Model Testing and SR 11-7 compliant documentation aligned with Murex sprints for a global US Bank

To help a global U.S. bank conduct comprehensive testing and documentation of a suite of pricing and risk models across Rates, FX, Equity and Credit products. Implementation was in Murex, with documentation according to the SR 11-7 standards.

• Delivery sequencing according to Murex sprints
  
• Exhaustive gap analysis
  
• Test Plan Preparation, Model Theory Assessment
  
• Test Execution, Review with Quants and FO
  
• Exhaustive Model Documents according to SR 11-7 Guidelines

Completed testing and documentation support and delivered final documented results on time, on budget, and in full compliance with SR 11-7 guidelines.