(Associate) Risk Model Validator (m/f/d)
Our client is an internationally operating financial institution with a large portfolio covering many aspects of financial services. With a rich history and approximately 25,000 employees in more than 30 countries, the entity's success was based on the individual entrepreneurial spirit and customer-orientated solutions.
The company seeks a full-time Risk Model Validator to join their subsidiary's Risk Management Division in their growing office in Frankfurt/Main.
- Independently validating existing and upcoming internal risk models within the company (i.e. IMA Market Risk, IMM CCR, ICAAP)
- Ensuring the integrity and comprehensiveness of Risk, Valuation, Algorithmic Trading, and Finance Models
- Supporting cross-departmental project work local other Risk units (i.e. Risk Methodology, Model Risk Management)
- Working closely with auditors (internally and externally) and regulators
- Master's/PhD or equivalent degree in Mathematics, Statistics, Econometrics or similar quantitative discipline.
- 2+ years of relevant work experience in a quantitative field. Ideally, in Risk Modelling, Valuating or Validating (i.e. CCR, pricing, Stress Testing, market risk models)
- Good expertise in European regulatory requirements (i.e. ICAAP, CCR, IMA, IMM)
- Solid understanding of programming languages (i.e. Python, R, C-languages, VBA)
- Working proficiency in English complemented with strong communication skills
- Valid EU working permit
For further information, please apply here or call Karim Alrawas at: 030 726 211 432