Model Validation Quantitative Analyst
Model Validation Quantitative Analyst
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Job Description
Experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). The MRM Group within the Risk Department (Model Risk & Risk Governance) is responsible for Model Validation Model Risk Assessment and Model Risk Management for Natixis Group.
He/she/they will be responsible for conducting independent validation of various types of models used across the company to assess and quantify model risk.
Essential duties and responsibilities
The Model Risk Validator will be coordinating and conducting model validation processes and monitoring in adherence with internal policies procedures and regulatory guidelines.
This role will work cross-functionally within the organization including collaboration with business lines as well as key integral support units.
The validation work encompasses evaluating the models based on various aspects including model data parameters design and methodology implementation and model documentation.
The Model Risk Validator will be responsible to organize the overall validation process for each topic and to present the outcome of the validations to Committees and to track the remediation that might arise from this work.
Qualifications :
- Masters or PhD in economics statistics finance physics mathematics or other quantitative fields.
- Minimum 2/3 years of experience in model validation model development quantitative research or quantitative audit.
- Fluency in English (mandatory)
- Experience with developing or validating models - Pricing models and Risk models (Stress Testing models IMM/EEPE and IMA models).
- Effective written and verbal communication skills.
- Ability to interact and work closely with business stakeholders at all levels of seniority.
- Ability to work effectively in a team environment.
- Ability to effectively handle a fast-paced environment and successfully meet established deadline requirements.
- Self-motivated with the ability to work independently.
- Proficiency in Microsoft Office
- Advanced Programming skills (C/C C# Python SQL VBA R MATLAB)
We will only consider English Cvs.
Additional Information :
#MuchMoreThanJustAJob
Early morning. Campo 24 de 4 minutes you are clocking in at the office. After grabbing a cup of coffee and fresh fruit pick up your laptop and choose your spot for the day. Its going to be a busy one: French class before lunch and just after quick medical appointment at Natixis doctors office.
Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or if you feel like stretching your legs walk downtown to grab lunch.
Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks reports calls some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that ping-pong tournament.
Tomorrow you complete that certified technical training and the day after you will work from home taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you meet your colleagues to surf some waves or join them in a football match.
Remote Work :
No
Employment Type :
Full-time
Employment Type
Full-time
