MODEL VALIDATION – QUANTITATIVE ANALYST PARIS
Job: MODEL VALIDATION – QUANTITATIVE ANALYST PARIS
Job description
A highly interesting and challenging role in the Model Risk Management team in a bank in Paris focused on the validation of quantitative models.
Details of the position
- Independent validation reviews of models across all banking divisions
- Choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model.
- Continuous interaction and collaboration with stakeholders as well as supervisory authorities.
Skills
- A PhD or a master's degree in a quantitative discipline or equivalent
- At least 4 years of practical experience in financial, risk or advisory modelling and statistical tests is required.
- A general understanding of global regulatory requirements is desirable
- Programming experience of statistical software applications, such as R, Matlab, Python or SAS
Details:
Location: France
City: PARIS
Experience: 4 years in model validation
Job salary: Minimum 800 euros
Job Type: Freelance
Skills: Matlab,Model validation,Risk Modeling & Model Valuation & Quantitative Analysis,CREDIT Model,LIQUIDITY model,MARKET model,Value At Risk/ES,Matlab
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