Model Risk Management, Model Validation Team, Associate

Tasks

• Communicate validation results to stakeholders
• Design and execute independent model testing
• Document validation approach findings and conclusions
• Evaluate model conceptual soundness
• Review testing adequacy by model owners

Perks/Benefits

• Comprehensive healthcare
• Flexible time off
• Retirement plan
• Support for working parents
• Tuition reimbursement

Skills/Tech-stack

Analytical Skills | C++ | Derivatives analytics | Excel | Factor models | Hadoop | Java | Linux | Liquidity Modelling | Mathematics | Portfolio Risk | Portfolio Risk Factor Models | Private Asset Class Modelling | Python | R | Risk factor models | SQL | Statistics | Structured products | Structured products analytics | VBA