Description
Gazelle Global is proud to present these Model Validator positions with one of the biggest banks in Netherlands.
My client is looking for high potential junior, medior and senior candidates to strengthen the "Market Risk" model validation team covering Trading, Counterparty Credit Risk, Interest Rate Risk in the Banking Book (IRRBB), Liquidity Risk and Operational Risk Models.
Some of the responsibilities of the role will include technical reviews of risk and pricing models, writing high quality, detailed validation reports. These include a model risk assessment and recommendations for model improvement.
Experience required:
- Has a strong quantitative PhD (or MSc) degree in eg Econometrics, Financial Mathematics, Quantitative Financial Economics, Applied Mathematics, Statistics etc.
- You will be familiar risk related topics eg VaR, financial products/derivatives, stochastic calculus, interest rate models, econometrics, time series models, GARCH, financial economics, liquidity risk, ALM, IRRBB, counterparty credit risk etc.
- Experience with empirical model building from eg econometrics classes or from working in a financial institution (model development or validation)
- Programming experience
- Knowledge of Machine Learning and Big Data is welcomed
- Excellent writing and reporting skills in English
In return for your services you will be given a fantastic financial and benefits package!
Apply for immediate consideration.