Director - Risk Model Validation - Investment Bank

Director - Risk Model Validation ( only On career break female ) - Investment Bank

Career come Back opportunity for female Candidates !!

Looking for Female Candidate who has min 2 years of career break, and willing to resume her career in Model Validation role in Risk domain with a Multi national Investment bank.

Exposser in Quantitative Model development, Validation in Risk Domain preferred

Rank Director

Your role Does modeling excite you? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? For our independent validation team we- re looking for someone like that who can:

- Carry out project-based independent model assessments in line with the model governance policy, supplementary documents, and regulatory requirements, notably

- Assess the model's conceptual soundness and methodology

- Check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as of qualitative or expert adjustments, etc.

- Review outcome, impact, or benchmark analyses or develop a benchmark model (as appropriate)

- Assess model risk, perform model robustness analysis, and identify and evaluate model limitations

- Document the assessment to required standards

- Interact and discuss with stakeholders (model developers as well as senior model owner and model governance bodies)

Your team You'll be working in the Model Risk Management & Control team. Our team is responsible for the independent validation of risk models used within Bank. The model universe covers market, treasury and consequential risk models including regulatory capital, economic capital, stress testing and other risk management applications.

Your experience and skills You have:

- A Master's or PhD degree in financial mathematics, statistics, econometrics, or a related quantitative field

- Proven experience in risk modelling or model validation, e.g. of market risk, business risk, stress.

- The ability to apply quantitative techniques to solve practical problems

- An understanding of financial markets, regulatory landscape, and financial accounting

- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

You are:

- Proficient in econometric models and statistical modeling software (e.g., Matlab, R, SAS, STATA)

- Co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards

- Fluent in English, oral and written

- What we offer Together. That's how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

- Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).