Model Risk Quantitative Analyst 100% (f/m/d)
Core
Independent validation, governance, and performance assessment of valuation models for pricing and risk adjustments under Prudent Valuation regulations.
Role type
Model Risk Quantitative Analyst
Builds
Robust valuation frameworks and model risk controls for cross-asset classes
Domain
Financial Services / Quantitative Finance / Model Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Python, Java, Model Validation, Quantitative Research, Front Office Quantitative Development, Model Risk Management, Additional Valuation Adjustments (AVA), Prudent Valuation Frameworks
Responsibilities
Perform independent validation of pricing and valuation models across rates, credit, FX, derivatives, and structured products; Serve as gatekeeper in New Product Approval for model risk; Execute model performance monitoring and period reviews for AVA calculations; Collaborate with Front Office Quants, Market Risk, Product Control, and Finance to ensure compliance and robustness.
