Do you have an interest in scientific thinking and mathematical modeling? Are you interested in understanding how mathematical models are used in finance? Do you have a strong intuition for the practical modeling of real-world financial and economic systems? Would you like to aid us review, verify and improve our models? Then join our Model Risk team in Group Risk Management.
Model Risk Management is responsible for maintaining the effort across the bank to identify, measure, and control the degree of risk related to mathematical models used across the business. Our team specialises in reviewing and validating the mathematical models used in Pension Life Insurance, Asset Management, and ESG (Environmental, Social, and Governance) assurance.
We work with a high level of empowerment, so to a large extent, you will be able to influence and structure your workday and choose the tools and innovative approaches to validate models.
Depending on your experience and knowledge, we may offer you different seniority of the role.