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

Job description

The position of Senior Model Validation Quantitative Analyst – CRO Model Risk Management involves the independent technical validation of non-financial models (e.g., compliance, machine learning/artificial intelligence) as well as reviewing the governance, use, and documentation of these models.

Tasks

The tasks include:

• Independent technical validation of non-financial models
• Review of governance, use, and documentation of models
• Identification and assessment of model limitations and overall risks
• Preparation of high-quality validation reports
• Leading a small team of junior model validation quantitative analysts
• Monitoring of model performance indicators and risk metrics
• Building relationships with model owners, developers, users, and risk management functions

Requirements

The requirements include:

• Higher university degree in a quantitative field (mathematics, statistics, economics, physics, engineering, quantitative finance, data/computer science), master's or PhD level, FRM or PRM is an advantage
• Extensive knowledge and practical experience in the validation of financial and non-financial models
• Results-oriented personality with excellent interpersonal skills, written and oral communication skills, English language skills, German language skills are an advantage

We offer

The exact benefits are not specified, but it is noted that the position is part of a comprehensive career and development concept.