Are you good at data crunching and quantitative analysis? Do you like to present your findings to various stakeholders and establish constructive dialogues with model developers? Then join our Market Risk and Stress Test Model Validation team in Group Risk Management.
The team plays an integrated part in the Group’s risk management decisions by providing independent analysis and judgments on core regulatory market risk models applied by traders and analysts.
The team is responsible for validation of internal models used in market risk (Value-at-Risk, IRC), counterparty credit risk (IMM, PFE), impairments (IFRS9), ICAAP and Compliance. These models play an important role in managing risk and making decisions.
We work by a high level of empowerment, so to a large extend you will be able to influence and structure your own workday and choose the tools and innovative approaches to validate models.
With us, you can boost your quantative skills as well as project management, stakeholder management and presentation skills.
As a member of this team, you will work in collaboration with key stakeholders (model developers and model owners), advising on model design, challenging core model components implementation and performance.
This job will challenge your quantitative skills. You should be able to challenge the modelling approaches, be proficient with data handling, coding and be able to transform insights from statistical analysis into actionable findings.
Interviews will take place on ongoing basis. We encourage you to apply as soon as possible.