Model Risk Specialist
3 dagen geleden
About the Company
Vye Professionals | Experts in Quants is a leading provider of quantitative services, and we are seeking a skilled Model Risk Specialist to join our team. Our client is a prominent financial institution that relies heavily on models for risk management and decision-making. As a Model Risk Specialist, you will be responsible for validating and challenging the quality of these models to ensure they meet regulatory requirements and are effective in managing risk.
About the Job
As a Model Risk Specialist, you will work closely with our team of experts to analyze and critically evaluate various categories of risk models. You will have the opportunity to develop your skills in assessing the quality of data, challenging state-of-the-art modeling techniques, and ensuring the implementation and use of models are sound. Your work will have a significant impact on the organization, and you will be part of a dynamic and stimulating environment.
Your Job
As a Model Risk Specialist, you will be responsible for validating and challenging risk models across various categories, including credit risk, market risk, counterparty credit risk, interest rate risk, and liquidity risk. You will work closely with stakeholders to ensure that models are accurate, reliable, and compliant with regulatory requirements. Your role will also involve sharing knowledge and expertise with the team to ensure that models are effectively managed and maintained.
Your Working Environment
Vye Professionals | Experts in Quants operates independently of model development departments to ensure the objectivity of the validation process. Our team of experts works closely together to ensure that models are validated and challenged effectively. 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 at Master level.
- At least 2 years of relevant work experience in a quantitative role in the financial industry and/or in related research.
- Knowledge of financial risk measurement and management methodologies.
- Knowledge of regulatory requirements regarding model risk management and (risk) modeling.
- Knowledge and experience with mathematical finance, statistics, and econometrics.
- Knowledge of financial markets and products.
- Experience with modern programming languages, e.g., Python, MATLAB, C++, and/or database tooling, e.g., 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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