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Senior Model Risk Quant

  • Job type: Permanent
  • Location: Frankfurt am Main, Hessen
  • Salary: Competitive
  • Job reference: 450223/001_1560324079
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/06/2019

Responsibilities:

- Assess and quantify model risk due to model limitations in order to inform stakeholders of their risk profile and development of compensating controls.
- Provide effective challenge to model assumptions, mathematical formulation, and implementation.
- Manage stakeholder interaction with model developers and business owners during the model life cycle.

Skills and Experience Required:

- Minimum of a master's or PhD in Mathematics, Computer Science, Physics, or Engineering.
- At least 7 years of work experience within model development or validation, ideally within Counterparty Credit Risk and Market Risk.
- Strong knowledge of calculus, numerical Analysis, Statistics, and Linear Algebra.

What this Job Offers You:

- Global market knowledge.
- Opportunity to work for a renowned American bank based in Frankfurt.
- Great opportunity to learn and grow from opportunities from both a technical and leadership perspective.
- Competitive compensation.

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