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

Tasks

The position as Senior Model Validation Quantitative Analyst includes the following tasks:

• Perform independent technical validations of non-financial models (e.g., compliance, machine learning/artificial intelligence)
• Review of governance surrounding the model, its use, and documentation
• Identification and assessment of model limitations and overall risk assessment, including the assignment of a model risk rating
• 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 standardized risk metrics
• Building strong relationships and interacting 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 validating financial and non-financial models as well as use cases for large language models and machine learning models
• Expertise in data assembly and analysis, computer-aided statistics, anomaly detection, AI/ML, and understanding of ML ops
• Strong programming skills (e.g., Python, R, VBA, Java, SQL) for implementing your own test codes
• Strong problem-solving and analytical skills, with the ability to think critically and creatively about complex challenges
• Results-oriented individuals with excellent interpersonal skills, written and verbal communication skills, English language skills, German language skills are an advantage

We offer

The position offers:

• The opportunity to be part of a team that is shaping the future of wealth management