Model Validation Quantitative Analyst | Risk
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Job Location:
Monthly Salary:
Posted on:
8 hours ago
Vacancies:
1 Vacancy
Job Summary
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 :
Our workplace reflects the vibrant spirit of our locations with initiatives such as a Green Transportation Budget electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club a Prayer Room a Lactation Room and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies we are committed to being inclusive caring and fair ensuring every voice is heard and valued.
Remote Work :
No
Employment Type :
Full-time
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 emp ... View more
