Quantitative Risk, SrAssc
Core
Independent quantitative validation of financial models (credit, market, climate, AI) to assess theoretical soundness, data integrity, and performance.
Role type
Entry-level quantitative risk analyst (model validation)
Builds
Independent validation reports and testing evidence for global business models
Domain
Financial services / Model Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical analysis, machine learning approaches, Python/R/Matlab proficiency, quantitative analytics, financial regulations (Basel, stress testing, CCAR)
Preferred skills
CFA/FRM certification, prior internship or research in quantitative analytics
Responsibilities
Execute analytical workstreams and tests on assigned models, perform data preparation and quantitative analysis, document validation work and compile evidence, coordinate with model developers and business partners, contribute to process automation and improvements
Seniority
Entry-level, hands-on IC