Model Risk Validator

TN Portugal; Porto; Presencial; EUR 40 000 - 80 000; Tempo integral

Resumo da oferta

An established industry player is seeking an experienced Quantitative Analyst to join their Model Validation team. This role involves conducting independent validation of various models to assess and quantify model risk. You will coordinate validation processes, ensure compliance with internal policies and regulatory guidelines, and collaborate across business lines. This is a fantastic opportunity to make a significant impact in a dynamic environment focused on model risk management and assessment. If you have a strong quantitative background and a passion for risk analysis, this role is perfect for you.

Qualificações

• Experience in model validation and quantitative analysis.
• Strong understanding of risk management principles.

Responsabilidades

• Coordinate and conduct model validation processes.
• Evaluate models based on data, design, and methodology.

Conhecimentos

Quantitative Analysis

Model Validation

Risk Assessment

Cross-functional Collaboration

Formação académica

Bachelor's Degree in Finance, Mathematics, or related field

Master's Degree (preferred)

Descrição da oferta de emprego

Job Description

Experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). The MRM Group within the Risk Department (Model Risk & Risk Governance) is responsible for Model Validation, Model Risk Assessment, and Model Risk Management for Natixis’ Group.

He/she/they will be responsible for conducting independent validation of various types of models used across the company to assess and quantify model risk.

Essential duties and responsibilities

• The Model Risk Validator will coordinate and conduct model validation processes and monitor adherence to internal policies, procedures, and regulatory guidelines.
• This role will work cross-functionally within the organization, including collaboration with business lines and support units.
• The validation work involves evaluating models based on data, parameters, design, methodology, implementation, and documentation.
• The Model Risk Validator will organize the validation process for each topic, present outcomes to Committees, and track remediation efforts.