Quantitative modeller M / F

Our client, a European institution, is looking for a Quantitative Modeller who speaks English fluently. This temporary contract (interim) starts as soon as possible.

Responsibilities :

• gain an in-depth understanding of the business and risk processes that are in place
• infer therefrom the requirements that the quantitative models should adhere to
• translate those requirements into mathematical formulations that are in line with the theories and practices from the literature and best market practices
• implement these formulations in a prototype using a programming language to demonstrate their viability and performance
• provide guidance to the IT staff for implementation of the model in robust production IT systems
• carry out all essential tasks across the model's lifecycle in line with model risk management policies and procedures (like monitoring the models' predictive performance, preparing and maintaining the relevant documentation, etc.)
• where needed, provide guidance to the users when they operate the models in their daily operations

The sought profile should have strong quantitative modelling skills (incl. programming), combined with strong knowledge and experience in financial risk management. In addition, the candidate should be able to communicate effectively with a wide range of stakeholders.

Qualifications :