Senior Model Validation Quantitative Analyst – CRO Model Risk Management 80-100% (f/m/d)

Tasks

The duties of the Senior Model Validation Quantitative Analyst include:

• Performing independent technical validations of non-financial models (e.g., compliance, machine learning/artificial intelligence)
• Verification of the soundness, robustness, and appropriateness of input data, model parameters, and their calibration accuracy
• Review of governance surrounding the model, its use, and documentation
• Identification and assessment of model limitations and assessment of the overall risk of the model
• Preparation and delivery of high-quality model validation reports
• Management of a small team of junior model validation quantitative analysts
• Monitoring of model performance indicators and risk metrics
• Building strong relationships with model owners, developers, users, subject matter experts, and risk management functions

Requirements

The following requirements apply to this position:

• Higher university degree in a quantitative field (mathematics, statistics, economics, physics, engineering, quantitative finance, data & computer science), master's or doctoral level, FRM or PRM is an advantage
• Extensive knowledge and practical experience in the validation of financial and non-financial models
• Expertise in data assembly and analysis, computer-aided statistics, anomaly detection, AI/ML, and ML ops
• Strong programming skills (e.g., Python, R, VBA, JAVA, SQL)
• Strong problem-solving and analytical skills, with the ability to think critically and creatively about complex challenges
• Results-oriented person with excellent interpersonal skills, written and oral communication skills, English skills, German skills are an advantage

We offer

We offer a challenging and varied role in a dynamic team.