Model Risk Validation Analyst recruitment
Our client seeks an experienced risk modeler, with at least 6 years of experience working in the finance field, preferably at a large investment bank, where they have several years of model validation experience and expertise in risk management. Responsibilities include: development and validation of capital risk and market risk models. The successful candidate will have a strong technical background, be well versed in statistical analysis, numerical methods, and have strong programming skills. The role requires the ability to not only develop the risk models, but also the ability to implement, test, and validate. Requires at least 5 years of programming skills, and proficiency using MATLAB, VBA,and C++. Any potential candidate will have strong verbal and written communication skills and the ability to work as part of a team as well as independently.