Our Client is an Investment Bank.
The role is as follows-
– Assessing the model’s conceptual soundness and methodology
– Checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
– Reviewing outcome, impact, performing benchmark and robustness analyses
– Identifying model limitations and evaluating overall model risk
– Documenting the assessment to required standards
– Interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
MSc degree in quantitative Finance, Mathematics, Physics, Statistics, or quantitative Economics, PhD is a plus
Knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management. Prior experience with asset management or market risk models is a plus – strong coding skills in R, Python, MATLAB or similar – excellent analytical skills – curiosity and a thirst for innovation – fluent in English, oral and written
You must sign in to apply for this position.