Quantitive Model Validation // French office recruitment
Contract
Risk Model Validator - Investment Bank - France
My client is an investment bank who is looking to add a Model Validator to join its expanding team in France. The candidate will be working closely with Counterparty Credit Risk Models and an understanding of Quantitative methodologies is very beneficial.
Skills Set - Risk Model Validator - Investment Bank - France
- Design and perform validation tests on models
- Validate backtest framework
- Validate simulations
Experience - Risk Model Validator - Investment Bank - France
- In depth knowledge of modelling methodologies
- Experience of assessing strengths and weaknesses of modelling approaches
- Experience of challenging model methodology used
- Experience of VBA
Key Words: Modelling, Model Validation, Counterparty Credit Risk, Quantitative,VBA, France, Investment Bank
Start date: June
Location: France
Rate: Negotiable
Contract length: 6 months +
Skills: Risk management, asset management, exposure management, interest rate risk, liquidity management, gap analysis, ALM, VBA
Contact: Frank Stephenson