Model Validation -- Best Courses in MFE

[johnnyb]

Hi, if one is preparing for a model validation role after pursuing an MFE, what are the best courses geared to this role? Trying to evaluate MFE programs based on the courses/occupation path offered...

Thank you .

Edit: I mean electives/courses to take during the MFE program.

 

[SD_]

Usually the following programs are good for Model validation:
masters: mathematics / operations research
PhD: math / stats

All MFEs have core Stochal and Risk Management modules, which according to me, are enough for model validation.

Do take the following:
- Time Series courses as electives, if any since the stationarity tests are an essential part of the VaR models. (market-risk)
- Any courses on MBS or using ML for logistic regressions (credit-risk)

 

[johnnyb]

Usually the following programs are good for Model validation:
masters: mathematics / operations research
PhD: math / stats

All MFEs have core Stochal and Risk Management modules, which according to me, are enough for model validation.

Thanks, I appreciate it!