- Workplace
- Remote, Hybrid
- Type
- Contract, Internship
- Department
- Finance
- Seniority
- Manager
- Source
- Traffit
Description
At Mindbox we connect top IT talents with technology projects for leading enterprises across Europe.
Ready to take your quantitative skills to the next level? Join an international team and work on cutting-edge risk models in a dynamic environment!
We are looking for an experienced Senior Model Validator to join the Model Risk Management team. This role focuses on Independent Model Validation for Market Risk models, ensuring compliance with regulatory requirements and internal risk management policies.
Sounds like your kind of challenge?
Benefits
Market Risk (Traded Risk), Stress Testing, Pricing Modelling.Statistical and financial modelling techniques.Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC).Basel 2.5, FRTB frameworks, and capital requirements.Internal banking procedures related to risk management (advantage).Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA.Experience in model development and/or independent model validation.Handling requests from internal/external audit and regulators (beneficial).Excellent written and verbal communication.Strong team player with ability to work independently.Ability to mentor junior team members and peer-review work.
