Model Risk Quantitative Analyst 100% (f/m/d)

About this job

Model Validation & Trade Approval team is part of Market & Treasury Risk and is responsible for independent validation, governance, and ongoing performance assessment of valuation models. Moreover, Model Validation & Trade Approval team is responsible to assessing and challenging model uncertainty and valuation risk drivers that contribute to Model Risk valuation adjustments under Prudent Valuation regulations. The candidate will evaluate and examine modelling assumptions, calibration methodologies, and valuation frameworks to ensure robust model governance and prudent valuation practices. YOUR CHALLENGE Perform independent validation of pricing and valuation models used cross rates, credit, FX, derivatives, fixed income, and structured products Involvement in New Product Approval process,…

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