Quantitative Risk Analyst - Model Validation (f/m/d)Quantitative Risk Analyst - Model Validation (f/m/d)
Deutsche Börse
Luxembourg, L, LU
il y a 26j

Field of activity

Model Validation provides independent effective challenge of models, applying financial theory and quantitative methods.

We define validation guidelines, develop appropriate validation methods, employ validation instruments on a regular basis and perform ad hoc model reviews in light of a changing regulatory environment and market conditions.

Your primary role is to drive and participate in the validation of models employed for the management of financial and operational risk.

Tasks / responsibilities

  • Define and maintain validation guidelines and documentation
  • Develop appropriate quantitative and qualitative validation methods
  • Drive and participate in the initial validation of new and / or changed models
  • Independently assess the adequacy and robustness of risk models on a regular basis
  • Engage with model owners and development experts to ensure model risk is properly addressed
  • Work in close collaboration with IT to accompany the development process for model validation tools
  • Deliver model validation analysis and reports in support of senior management & committee review and challenge of the risk position
  • Prepare regulatory submissions
  • Postuler
    Ajouter aux favoris
    Retirer des favoris
    Postuler
    Mon email
    En cliquant sur « Continuer », je consens au traitement de mes données et à recevoir des alertes email, tel que détaillé dans la Politique de confidentialité de neuvoo. Je peux retirer mon consentement ou me désinscrire à tout moment.
    Continuer
    Formulaire de candidature