As a Model Validator in this company, you can become an expert in analyzing and critically challenging several categories of risk models and get the understanding of the related risks. On the way, you will learn how to assess the quality of data; challenge state-of-the-art modelling techniques and/or checking the implementation and use of models. A Senior Model Validator gets the opportunity to challenge it all!
Your jobImagine you bringing the CALM (Capital and ALM) Model Validation team to the next level. CALM team consists of three clusters. These are the Markets Risk and Counterparty Risk cluster, the ALM cluster (interest rate risk and liquidity risk) and the RC+ & Operational Risk cluster. As a Model Validator you can make a difference by validating models and innovating sophisticated solutions within a group of highly educated professionals. You can become an expert in analysing and critically challenging a variety of risk types. You will have the opportunity to learn techniques in assessing big data sets, effectively challenge quantitative models and check the implementation in production systems.
Your working environment
Model Validation operates independently of the model development departments at the company to ensure the objectivity of the validation process. It covers the model risk dimensions of data, methodology, implementation and use. The outcome of the validation process affects every level of the organisation – from individual client acceptance to strategic decision making and steering. It is a vital team for assuring model driven decisions are of good quality. This responsibility is shared across the team of about 25 specialists in a very international and diverse environment. This diversity, in terms of cultural background, gender, academic and working experience creates an optimal blend. We value team players who are smart, persistent, take their role seriously and are committed to finish the job.
