Model Risk Quantitative Analyst 100% (f/m/d)
Tasks
- Assess conceptual soundness and implementation quality
- Collaborate with front office quants and risk stakeholders
- Evaluate model assumptions and calibration methodologies
- Execute valuation adjustment performance monitoring and period reviews
- Perform independent validation of pricing and valuation models
- Support new product approval model risk gatekeeping
Perks/Benefits
- N/A
Skills/Tech-stack
Financial derivatives | Fixed Income | Foreign Exchange | Java | Model Risk Management | Model Validation | Model risk | Pricing models | Prudent Valuation | Python | Quantitative Finance | Risk Management | Structured products | Valuation Adjustment
Education
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