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Company

Eximius FinanceSee more

addressAddressKraków, Poland
CategoryIT

Job description

Responsibilities.

 

  • Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
  • Manage stakeholder interaction with model developers and business owners during the model lifecycle.
  • Provide effective challenge to model assumptions, mathematical formulation, and implementation
  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
  • Contribute to strategic, cross-functional initiatives within the model risk organisation.

Skills required:

  1. Degree from a quantitative field – Ideally PHD or MSC
  2. Experience in quantitative risk management or front office Quant role
  3. strong derivative pricing skills working with C++/python
  4. Knowledge of Stochastic Simulations & Monte Carlo Methods
Refer code: 294198. Eximius Finance - The previous day - 2022-10-05 16:50

Eximius Finance

Kraków, Poland

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