Risk- Associate-Model Risk

This business is ideal for collaborative individuals who have strong ethics and attention to detail.
Whether assessing the creditworthiness of the firm s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm s success.
The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering.

RESPONSIBILITIES
Perform validation and approval of the firm s models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties
Assess and quantify model risk by developing alternative benchmark models
Oversee monitoring of ongoing model performance
Communicate validation outcomes to key stakeholders and management

SKILLS AND RELEVANT EXPERIENCE
Excellent quantitative problem solving skills
Experience in stochastic modeling, numerical simulation, and data analysis
Machine learning knowledge
Good communication skills with the ability to explain complex problems in a simple way
Eagerness and ability to learn new technologies and programming languages
Excellent organizational skills
Team orientation and ability to work in a fast paced environment