Model Validation Quant
Model Validation Quant
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Salary Not Disclosed
1 Vacancy
Job Description
As part of the Risk and Quant Solutions department you will play a key role in managing client communication by gathering model methodology documents and other relevant artefacts. You will identify product features specifications and related documentation working closely with the solution architect and the client stakeholders team to ensure an effective implementation.
Responsabilities
- Lead the daily operations of validation exercise including model related documentations gathering creating test plans as per regulatory requirements conducting validation tests and develop model validation report
- Collaborate closely with the Multiple Business SMEs (Internal and External) Solution Architect and client key stakeholders to understand requirements and translate them into validation requirements
- Manage the client stakeholder and deliver the model validation report within agreed SLA
- Perform model validation on risk insurance and capital models
Requirements
- Graduate / Postgraduate degree in Computer Science / Engineering from a reputed university
- Between 4 and 8 years of experience
- MRM Domain expertise across Pillar 1 capital Pillar 2 capital (economic capital and stress testing) Fiduciary Risk models (market risk credit risk operation risk KYC MODEL liquidity risk Research models and Investment Management models
- Risk and Regulatory experience and knowledge including EBA RTS and AML/ KYC regulatory guidelines
- Model Validation experience (preferred in AML/ KYC/ Compliance models
- Experience working with models such as Credit Risk AML/ KYC Insurance Liquidity risk and IRRBB
- Handson experience with Statistical and mathematical software
- 412 years of experience working in Financial Services and Risk domain
- Strong knowledge of statistics and model development
- Skilled with programming languages such as R Python or SQL or C
- Experience in Model Risk Management Solutions preferred
Employment Type
Full Time
