Hello everyone, I want to apply for an Algorithmic Trading Models validation position.
There are two points of description of the responsibilities are not clear to me :
1.Model assessments, highlighting risks and limitations of the model
2.Validation of the mathematical model used by the algo-trading models
can someone give me an exemple to help me understand these? i want to know the framwork
the relevant knowledge required for this position are : Time series analysis, optimisation, probability theory, statistics
thank you very much!