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Main responsibilities: * Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements under direct supervision of experienced colleagues. * Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements under direct supervision of experienced colleagues.
Requirements: * Masters Graduate in one of the following areas: Quantitative Finance, Mathematics, Economics or Engineering discipline. * Strong technical background and interest in analytics / modelling. * Good communication skills and strong command of English (spoken and written). * Experience in working with financial markets / banking industry (ideally in modelling or model validation field) would be an asset.
My client offers: * The opportunity to be part of a leading Centre of excellence where a dynamic learning environment thrives career-path in an international organization, * Private health care, employees' benefits.