Model Risk Quantitative Analyst 100% (f/m/d)
Tasks
- Assess model uncertainty and valuation risk drivers
- Calculate additional valuation adjustments
- Collaborate with front office quants and risk teams on valuation compliance
- Evaluate modeling assumptions and calibration methodologies
- Execute model performance monitoring and period reviews
- Perform independent validation of pricing and valuation models
- Support new product approval model risk governance
Perks/Benefits
- N/A
Skills/Tech-stack
Additional Valuation Adjustment | Calibration | Credit Risk | Derivatives | Fixed Income | Foreign Exchange | Java | Market Risk | Model Validation | Prudent Valuation | Python | Structured products | Valuation Adjustment | Valuation models
Education
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