Model Validator

5 dagen geleden


Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

About the Company

Vye Professionals is a leading expert in quantitative finance, providing top-notch talent to the industry. Our team of experts is dedicated to delivering exceptional results in model risk management, ensuring that our clients' models are accurate, reliable, and compliant with regulatory requirements.

About the Job

As a Model Validator at Vye Professionals, you will be responsible for analyzing and critically evaluating various categories of risk models, ensuring that they meet the highest standards of quality and accuracy. You will work closely with our team of experts to identify and mitigate potential risks, and develop strategies to improve model performance.

Your Responsibilities

  • Analyze and evaluate risk models to ensure they meet regulatory requirements and industry standards
  • Identify and mitigate potential risks associated with model development and implementation
  • Develop and implement strategies to improve model performance and accuracy
  • Collaborate with cross-functional teams to ensure model risk management is integrated into business operations
  • Stay up-to-date with industry trends and regulatory requirements, and apply this knowledge to improve model risk management practices

Your Profile

  • University degree in a quantitative discipline, such as (financial) mathematics, (theoretical) physics, econometrics, or similar
  • At least 2 years of relevant work experience in a quantitative role in the financial industry, or in related research
  • Knowledge of financial risk measurement and management methodologies
  • Knowledge of regulatory requirements regarding model risk management and (risk) modelling
  • Knowledge and experience with mathematical finance, statistics, and econometrics
  • Knowledge of financial markets and products
  • Experience with modern programming languages, such as Python, MATLAB, C++, and/or database tooling, such as SQL, SAS, and their application in statistical analysis
  • Good communication and influencing skills to a wide range of stakeholders
  • Full business proficiency in English

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