Quantitative Risk Model Validator
16 hours ago
We are seeking a highly skilled Quantitative Risk Model Validator to join our team at Investigo.
As a Quantitative Risk Model Validator, you will be responsible for performing independent validations of market risk models, pricing models, and stress methodologies. You will work closely with our CROs, Heads of Market and Credit Risk, regulators, and internal audit teams to ensure that our models are accurate and reliable.
The successful candidate will have a minimum of 5 years of working experience in financial services, with a strong background in model design and testing, model validation, and model risk management. You will also have hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics.
In this role, you will perform quantitative testing and analysis, which will feed into the Independent Model Validation deliverables. You will also present your findings annually to the Risk Committee of the Board, highlighting any model weaknesses and corresponding remedial actions.
Key Requirements- A Master's degree in Quantitative Finance, Mathematics, Physics, Engineering, or Finance.
- Highly motivated and able to work independently, with leadership experience and a professional approach to challenging the business.
- Proficiency in writing codes in VBA, R, and/or SQL.
The estimated salary for this position is $120,000 - $180,000 per annum, depending on location and experience.
Why Choose Us?At Investigo, we offer a dynamic and supportive work environment, with opportunities for career growth and development. We are committed to excellence and innovation, and we are looking for talented individuals who share our values and passion for delivering high-quality results.
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