Senior Quantitative Specialist
Tasks
- Assess model strengths and weaknesses
- Collaborate with stakeholders on validation activities
- Design validation test plans
- Develop validation tools and quantitative analyses
- Document validation outcomes
- Draft validation reports
- Execute risk based validation
- Form validation opinions
- Identify findings and recommendations
- Lead independent model validations
- Present conclusions to management and governance committees
- Support continuous enhancement of model risk governance
Perks/Benefits
- Fitness facilities
- Healthy food options
- Learning resources
- On-the-job development
- Supportive colleagues
Skills/Tech-stack
Model Governance | Model Validation | Python | Quantitative Analysis | R | Risk-Based Testing | Risk-based | Solvency II | Statistical modeling | Swiss Solvency Test
Education
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