Model Validation Specialist
2 weken geleden
Vye Professionals | Experts in Quants is a leading company that relies heavily on models for risk management and decision-making. Our team is responsible for ensuring the quality and reliability of these models, and we are seeking a skilled Model Validator to join our team.
About the Job
As a Model Validator, you will be responsible for evaluating and challenging risk models across various categories, including credit risk, market risk, and operational risk. You will work closely with our team of experts to identify potential issues and develop strategies to mitigate them. This is a unique opportunity to learn and grow with a dynamic company that is at the forefront of model risk management.
Your Job
- Evaluate and challenge risk models to ensure their accuracy and reliability
- Work closely with our team of experts to identify potential issues and develop strategies to mitigate them
- Contribute to the development of our model risk management framework
Your Working Environment
Vye Professionals | Experts in Quants operates independently of our model development departments to ensure objectivity in our validation process. Our team of about 25 specialists creates a stimulating and dynamic work environment where you can learn and grow. We value team players who are smart, persistent, and committed to delivering high-quality results.
Your Profile
- University degree in a quantitative discipline, e.g. (financial) mathematics, (theoretical) physics, econometrics or similar
- At least 2 years of relevant work experience in a quantitative role in the financial industry
- 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
- Full business proficiency in English
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