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Pricing Model Validation to developing models

Joined
6/9/15
Messages
8
Points
13
Hi,

I am a MSFE graduate and I have been working in Model Validation of Front Office Fixed Income (mainly mortgage) pricing models for a little more than a year. I didn't work Full-Time prior to the MSFE. I was wondering if you think it would be feasible to leverage the knowledge I have obtained while validating these models to actually moving to the front office and developing such models? I understand this depends on a number of things but I would like to try and ascertain how feasible this would be.

Thanks
 
A strange question, really!
You have validated models and thus you know their pitfalls, don't you?
So try to develop a better model. If you succeed, you can switch from validation to development. If not, nobody will need you new model, which is not better than the old one.
 
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