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Model Validation

1 vacante

Remoto parcial
3 años de experiencia
Indefinido · Jornada completa
Inglés B2
Salario no disponible

The company in question is a multinational financial institution headquartered in Spain. It is one of the largest banks in the world in terms of market capitalization and total assets. The company provides a wide range of financial services to individuals, businesses, and institutions, including retail banking, commercial banking, investment banking, and asset management. It operates in numerous countries and has a significant presence in Latin America, Europe, and the United States. The company is known for its strong commitment to corporate social responsibility, particularly in the areas of environmental sustainability and financial inclusion.

This is an exciting opportunity for a quantitative oriented, creative and hands-on individual.
The validation team of market risk models that the candidate will be part of is responsible
for the independent validation of every new market risk model.

Models should be properly designed, tested, validated and approved before they can be used to produce market risk metrics and analysis. Besides, every existing model being used has to be periodically monitored, calibrated and, if necessary, modified or replaced, once it has been properly validated and approved.
We need someone like you to help us in different fronts:
  • Conduct critical analysis to understand the model and its assumptions; analyse the expected impact on the main valuation and risk metrics to be affected.
  •  Development of independent models and design of adequacy tests of theoretical
  • hypotheses to test and challenge the corresponding models.
  • Engage in a continuous and fluent relationship with different stakeholders: Front Office
  • Quants, Trading, Methodology, Market Risk, Model Risk, and external parties.
  •  Assess implementation of models in production systems.
  • Be able to provide an independent view on models being fit-for-purpose, and to
  • communicate it effectively to a variety of internal and external stakeholders. Write high-
  • quality documentation covering the analyses of the validated models.
  •  4-6 years of experience in quantitative modelling of market risk, pricing or XVA models, as model validator, model developer or similar roles.
  • Proven experience in a quantitative field with advanced level of mathematics and modelling.
  • Experience in programming language: VBA, Matlab, Python, etc. -Great written and verbal communication skills dealing with highly technical subjects.
What they offer
Horario flexible
Horario de entrada y salida flexibles, libertad para gestionar asuntos personales o familiares.
Seguro médico
La empresa ofrece o financia un seguro de salud, además del reglamentario.
Remote friendly
Libertad para trabajar algunos días de la semana desde casa.
Ticket restaurant
La empresa ofrece o financia tickets restaurant para las comidas entre semana.
Cursos y certificaciones
La empresa financia cursos de formación relacionados con las funciones del puesto.
Bono transporte
La empresa facilita o financia el bono de transporte.
Oferta Cerrada

Que no te vuelva a pasar. Crea tu alerta de empleo personalizada y recibe nuevas ofertas como ésta.

Siguientes pasos
Revisión de tu perfil
Nuestro equipo de expertos evaluará tu perfil para ver si se ajusta con la oferta. Te informaremos tanto si es así como si no.
Entrevista telefónica
Si tu perfil encaja con lo que estamos buscando, te llamaremos para completar y validar tu perfil.
Entrevista con cliente
Una vez evaluado por nuestro equipo, lo compartiremos con nuestro cliente para que realice las pruebas y/o entrevistas oportunas.
Oferta y contratación
¡Enhorabuena! Has sido el candidato seleccionado. Nos pondremos en contacto contigo para darte la buena noticia.