Model Risk Experts
4 tygodni temu
Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.
ACCEPTING CANDIDATES THAT ARE WILLING TO RELOCATE
Tasks
- Perform independent model validations as part of a specialist quantitative team called Independent Model Review.
- Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams. We cover various types of models including credit risk models (e.g., IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards), climate risk models, as well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models).
- Assess quantitative or expert-based models to identify their assumptions and limitations. Formulate opinions about conceptual soundness of models’ design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact on the
Requirements
- Academic degree (MSc or PhD) -- good fits are: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.
- Programming skills -- knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL.
- Good written and verbal communication skills in English.
- Experience in independent model validation, model building and/or quantitative research (for the more senior roles).
- Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.
ACCEPTING CANDIDATES THAT ARE WILLING TO RELOCATE
Candidates must be able to relocate within 6 months
Candidates will receive a relocation package of one month's pay.
Candidates will be required to complete the visa application process on their own.
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