Informații principale
Risk Quant - Enterprise Risk, model validation/ Python (m/w/d)
Poziție: Nu este specificat
Start: 1 Iul. 2025
Final: Nu este specificat
Localizare:
Metoda de colaborare: Doar proiect
Tarif pe oră: 0 Lei
Ultima actualizare: 2 Iun. 2025
Descrierea și cerințele proiectului
Our customer ist looking for a Risk Quant with experience in he area of Trading Risks according zu BaFin.
Your tasks are:
+ Evaluation of model theoretical foundation and model documentation,
+ Evaluation of model implementation
+ Analysis of model input (automation, data quality, appropriateness, documentation and governance),
+ Evaluation of model testing,
+ Perform benchmarking, sensitivity analysis and stress testing,
+ Evaluation of model monitoring,
+ Documentation of the validation results
Requirements:
Must-haves:
+ At least 5 years of professional experience in modelling and model validation
+ Modelling experience with valuation and
prognosis models with focus on commodities
+ Proven experience with machine learning algorithms including gradient
boosting machine (gbm) and random forest (RF) algorithms is mandatory
+ Solid understanding of credit risk
+ Experienced in implementation with Python
+ Model validation experience in a risk function
+ Fluent in English
Start: 01.07.2025
Duration: 12 M+
Location: Remote