Validate and approve models for specific usages, including inception, periodic reviews, and model changes, as well as conducting annual reviews
Job Summary
Validate and approve models for specific usages, including inception, periodic reviews, and model changes, as well as conducting annual reviews.
Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver work that impacts the whole business function.
Responsible for validations of Finance Stress Testing models with a key focus on Balance, Revenues and Behavioural profile projections and a subset of non-traded market risk models.
Matching Summary
Validate and approve models for specific usages, including inception, periodic reviews, and model changes, as well as conducting annual reviews.
Skills & Requirements
Must-have
Model validation and approval
Quantitative analysis
Financial Mathematics and Econometrics
Time series concepts and models
Risk metrics (VaR)
Non-Traded Market Risk models
Coding experience R/Python
Nice-to-have
Leadership and team management
Policy development
Cross-functional collaboration
Stakeholder influence
Continuous improvement mindset
PhD in quantitative subject
Key Requirements
Degree in quantitative subject (Math, Engineering, Statistics, Economics) with Master's
Experience in data quality assessment, model specification, model selection, model testing and/or validation
Excellent writing, reviewing/editing and presentation skills