Senior Quantitative Finance Analyst
Tasks
- Advocate legal entity and regulatory requirements changes
- Ensure compliance with ECB expectations and local regulatory requirements
- Facilitate escalation to MRC sub committee
- Facilitate steering council review of model development charter and design
- Inform stakeholders about model impacts
- Liaise with SERA organization and legal entity steering council
- Maintain knowledge of significant models and legal entity requirements
- Manage steering council agendas and discussions
- Review model changes calibrations validation results and forecasts
- Support LE specific procedures in model development process
Perks/Benefits
- Arts Exhibition Entry
- Commuter pass reimbursement
- Employee assistance programme
- Life and disability insurance
- Medical plan
- Nursery scheme
- Retirement plan
- Time savings account
- Volunteer opportunities
- Work's council benefits
Skills/Tech-stack
Credit Risk | Credit risk modeling | EBA Stress Testing | ECB Regulation | Forecasting | ICAAP | IFRS 9 | Macroeconomic modeling | Model Governance | Model Validation | Regulatory Compliance | Risk Analytics | Risk Modeling | Scenario Analysis | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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