Senior Model Validation Quantitative Analyst – CRO Model Risk Management 80-100% (f/m/d)

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The Model Validation – Senior Quantitative Analyst is a member of the Model Risk Management team, within the Group Risk Management and Assurance unit (CRO) and is responsible to perform independent technical validations on non-financial models (e.g. Compliance, Machine Learning/Artificial Intelligence/gen AI) as well as financial models (e.g. Stress Testing, Liquidity/ALM, Credit Risk, Market Risk, Investment/Research).

YOUR CHALLENGE

Perform independent validation of models, in accordance with a multi-annual review plan. This includes:

testing of the model’s assumptions (including expert-based judgements), conceptual soundness, robust implementation, appropriateness of input data, model parameters, and their c...