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Rbsfuel is seeking a Model Risk Quantitative Analyst at the Vice President level, requiring advanced quantitative modeling skills and a minimum of nine years of relevant experience in pricing or market risk model validation. The role involves evaluating and validating pricing models to assess model risk, while fostering an inclusive environment that emphasizes personal development.
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Job Summary
You’ll be harnessing your mathematical prowess to evaluate and validate sophisticated and widely used pricing models across our bank.
As our Model Risk Quantitative Analyst, it’ll be your job to review and independently validate our pricing models to determine their adequacy, limitations, and the level of model risk they pose.
With a degree in a quantitative subject like Mathematics, Physics or Quantitative Finance, you’ll bring the determination and perseverance that comes with tackling ideas that are hard to understand and problems that are hard to solve.
Matching Summary
Match Score: 75
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Rbsfuel is seeking a Model Risk Quantitative Analyst at the Vice President level, requiring advanced quantitative modeling skills and a minimum of nine years of relevant experience in pricing or market risk model validation. The role involves evaluating and validating pricing models to assess model risk, while fostering an inclusive environment that emphasizes personal development.
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Skills & Requirements
Must-have
Quantitative modelling skills
Pricing model validation
Model risk assessment
Python/C++ coding expertise
Derivatives pricing knowledge
Nice-to-have
Talent for problem solving
Purpose-led role
Inclusive team environment
CQF certification
Key Requirements
At least nine years of relevant experience
Five years in pricing or market risk model validation