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Senior Model Validator - Investment Bank - Amsterdam

  • Job type: Permanent
  • Location: Amsterdam, North Holland
  • Salary: Negotiable
  • Job reference: 446553/002_1559721092
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 05/06/2019

Senior Model Validator - Investment Bank - Amsterdam

One of the largest Dutch Investment banks are seeking Senior Model Validators to work closely with Model Developers in a team that is looking currently expanding rapidly. Based in Amsterdam this role will allow you to develop your skill set whilst giving you're the opportunity to potentially manage in the future. The team cover an array of both traded and pricing models and plan on moving into the Big Data and Machine Learning space in the future.

Responsibilities for this position:

  • Technical review of risk and pricing models
  • Write high quality validation reports
  • Prepare high quality reports/ad hoc requests
  • Work closely with Model developers and Regulators

Skills / Attributes required for the role:

  • Over 5 years' experience in a quantitative profession
  • Quantitative PhD or MSc degree
  • Programming experience in MATLAB, Python, C++ or R
  • Excellent communication, writing and reporting skills in English
  • Experience in working with Model Developers and Regulators
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