Experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). The MRM Group within the Risk Department (Model Risk & Risk Governance) is responsible for Model Validation, Model Risk Assessment, and Model Risk Management for Natixis’ Group.
He/she/they will be responsible for conducting independent validation of various types of models used across the company to assess and quantify model risk.
Essential duties and responsibilities
The Model Risk Validator will be coordinating and conducting model validation processes and monitoring in adherence with internal policies, procedures, and regulatory guidelines.
This role will work cross-functionally within the organization including collaboration with business lines as well as key integral support units.
The validation work encompasses evaluating the models based on various aspects including model data, parameters, design and methodology, implementation, and model documentation.
The Model Risk Validator will be responsible to organize the overall validation process for each topic and to present the outcome of the validations to Committees and to track the remediation that might arise from this work.
Natixis in Portugal
https://careers.smartrecruiters.com/NatixisInPortugal