Senior Analyst, Quantitative Model Validation (Model Vetting)
Core
Independent quantitative and qualitative validation of risk models and non-models for Post-Trade subsidiaries to ensure regulatory compliance and operational soundness.
Role type
Senior Analyst, Model Validation (Quantitative Risk)
Builds
Financial, risk, pricing, econometric, and forecasting models for benchmarking and replication
Domain
Financial Services / Capital Markets / Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative model development, Python, Matlab, statistical analysis, regulatory compliance assessment, project management
Preferred skills
SQL, VBA, Power BI, Tableau, knowledge of PFMI/OSFI/EMIR guidelines, technology industry experience
Technologies
Python, Matlab, SQL, VBA, Power BI, Tableau
Responsibilities
Assess model and non-model soundness from technical and functional perspectives; Build benchmarking models to replicate validated results; Make rigorous decisions on complex risk issues; Participate in projects to identify key model risks and controls; Validate Post-Trade new risk system-related models; Develop and update Model Risk Policy and methodology; Prepare validation reports for regulators and executive committees
Seniority
Senior, hands-on IC
