2023-08-23 14:48:55

Senior Model Validation Quant to Model Risk and Validation

CVKeskus.ee klient

Job Description

  • review and validate models in the market risk and valuation area, such as liquidity, IMA, IRRBB, valuation models within trading of financial instruments, and alike, as well as documenting and communicating validation results
  • develop and maintain methodologies and tools for market risk model validation and valuation model validation
  • develop alternative models and methodologies in order to assess model risk
  • liaise with model developers, model users and other parties to ensure speedy review and validation of new models and methodologies.

Requirements

  • strong educational background with a MSc or PhD within finance and/or mathematics/engineering
  • several years of experience from the banking or asset management industry, ideally from roles within functions such as Product ControlFront Office Quant or Risk Quant
  • vast knowledge and experience from market risk and valuation area;
  • experience from programming, e.g. Python, Matlab or Java; experience from working with front office valuation and risk systems
  • experience and knowledge in working with Bloomberg terminals will help
  • strong personality in order to potentially challenge stakeholders with your conclusions
  • ability to communicate ideas and analyze results efficiently; fluency in English is required.

Company offers

"Join our team ...

if you find it motivating to work in an environment where you are given both responsibility and freedom, but also offered support whenever needed, and you can cope with stressful market conditions and requirements, then this is the workplace for you. You will join an international team where development never stops, having access to the brightest minds and best global practices in the world of financial instrument models." Carl Wilkens, your future leader

We look forward to your application at the latest 29.09.2020. 

Swedbank does not discriminate anybody based on gender, age, sexual orientation or sexual identity, ethnicity, religion or disability – everybody is welcome.