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Finance Model Validation Quantitative Analyst
View: 147
Update day: 20-04-2024
Category: Finance / Bank / Stock IT - Software
Industry:
Job type: 100%, CDI, Temps de travail : 90-100%
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Job content
Critères de l’offreDescription du poste
Are you an expert in analytics? Are you keen to apply your knowledge to analyze and validate models? Would you like to interact with stakeholders across our bank?
We’re looking for a quantitative risk specialist to conduct independent reviews and validations of Finance models. This entails:
- scrutinizing the appropriateness, quality and handling of input data
- assessing conceptual soundness and methodology, reviewing calibration quality, model outcome and model-performance tests
- identifying modelling assumptions, limitations, and weaknesses and evaluating overall model risk
- evaluating the correctness of model implementation
- documenting the assessments for internal and regulatory purposes
- interacting with model developers and communicating with key stakeholders across our bank
- MSc or PhD degree in quantitative finance/economics, econometrics, physics, mathematics, actuarial sciences, or a related field
- proven numerical and quantitative skills for understanding and applying quantitative models
- exceptional problem-solving skills and strong attention to detail
- knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management
- coding experience in R, Python, Matlab, or similar. Prior use of Latex would be a plus
- excellent communication skills in English (spoken and written)
- ideally experience in a similar quantitative risk role
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Deadline: 04-06-2024
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