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Model Validation Quantitative Analyst | Risk at NatixisInPortugal
NatixisInPortugalPorto, Porto, pt·1w ago
SeniorFull-time
Salary Range
$29,835 - $40,365 /year
This salary is estimated based on similar roles. The actual salary may vary.
About the Role
We are looking for an experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). This role involves conducting independent validation of various types of models used across the company to assess and quantify model risk.
Key Responsibilities
- →Coordinate and conduct model validation processes and monitoring in adherence with internal policies, procedures, and regulatory guidelines
- →Work cross-functionally within the organization, collaborating with business lines and key integral support units
- →Evaluate models based on various aspects including model data, parameters, design and methodology, implementation, and model documentation
- →Organize the overall validation process for each topic and present the outcome of the validations to Committees
- →Track the remediation that might arise from the validation work
Requirements
- ✓Experience in quantitative analysis and model validation
- ✓Strong understanding of regulatory guidelines and internal policies
- ✓Ability to work cross-functionally and collaborate with various teams
- ✓Excellent organizational and presentation skills
- ✓Proficiency in evaluating models and tracking remediation efforts
