KR are delighted to be helping a leading bank in their search for a Senior Quantitative Validation Specialist to join their Risk team.
The bank has a beautiful office located in the heart of Luxembourg City, and a global presence in terms of its operations. This is a great opportunity for a skilled specialist in Risk validation modelling, as the group will offer very good mid to long term career growth prospects.
Your main responsibilities:
- You will ensuring compliance of all models (issue and monitoring).
- You will Contribute in the decision-making processes, in relation to model development
- You will participate in the improvement of the various model performances
- You will be in charge of the implementation of the model validation processes (test definition, maintenance of validation technical architecture, definition and update of the processes, ...)
- You will lead the validation committee as decision-making body related to model validation.
- Implementation and development of the model validation processes in compliance with regulatory requirements.
- You will review the backtesting processes of the team.
- You will support for the benchmarking annual reports for the purpose of quantitative validation.
- You will be involved in tyhe approval of all methodological choices and contribute as an expert to the model review.
- A master’s degree or a Phd in mathematics or in a similar field.
- At least 8 years of relevant banking experience in Risk Modelling.
- Absolute fluency in English.
For a confidential discussion please contact Mohamed Benmelouka, on +352 27 85 30 24 or email your CV to firstname.lastname@example.org.
Kr Recruitment is a leading executive resourcing company based in heart of Luxembourg. Offering a flexible range of recruitment services. Visit our website at www.krrecruitment.com.