Model Risk Manager - Quantitative Finance Analyst : 1200006887 Job Details

• Identify sources of model risk
• Partner with Model Validation in the lines of business on model risk analyses
• Enhance the model inventory
• Monitor model performance
• Enhance monitoring of model use throughout the cycle
• Supplement model results with analysis and information
• Establish classification of model and product complexity
• Support compilation of business requirements for IT projects
• Track and quality-assess IT deliverables

Qualifications

Requirements :

• PhD or equivalent in a quantitative discipline from a top institution
• At least 4 years of experience in quantitative finance
• Broad knowledge of pricing and risk methods across all asset classes, ideally beyond pricing models
• Proven track record of managing cross-functional projects
• Good communication skills
• Sound programming skills