Senior Quantitative Analyst – Internal Validation (M/F)

Your next challenge:

  •  Perform validation on all different types of models used at BIL.
  •  Contribute to continuous improvement of validation methodologies and practices.
  •  Contribute to the improvement of different aspects Model Risk Management (e.g. model risk measurement).
  •  Validation of models of various types used in risk management and for other business purposes.
  • Writing of validation reports.
  • Presentation of validation results in the Model Risk Committee.
  • Follow-up and tracking of validation recommendations.
  • Participation in team knowledge sharing sessions.
  • Maintenance of team documentation and code library.
  • Contribution to the Model Risk Rating and other tools.
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