DWS Senior Risk Analyst – Model Validation
Core
Conduct independent validation, testing, and oversight of quantitative risk models (in-house and vendor) for liquid and illiquid investment strategies across FX, Rates, and Equities.
Role type
Senior IC quantitative risk analyst (model validation)
Builds
Model validation reports, benchmark models, and backtesting methodologies
Domain
Asset Management / Quantitative Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative risk management, model validation, valuation methods, capital markets, portfolio theory, R, SQL, C++, SAS, Python, MATLAB, regulatory compliance
Preferred skills
AI tool integration, technical documentation, peer-reviewed research
Responsibilities
Conduct model validations on in-house and vendor models, review ongoing model monitoring reports, build benchmark models and design backtesting methodologies, communicate findings and recommendations to model owners, provide guidance to junior team members
Seniority
Senior, hands-on IC
