Are you an expert in analytics and an innovative thinker who likes to challenge the status quo? We're looking for someone who is eager to perform independent validation of models used in our Asset Management division by
• analyzing the model's conceptual and mathematical soundness
• assessing the model's implementation, developing quantitative benchmark analyses
• scrutinizing input data, model assumptions and parameters, expert adjustments
• identifying model weaknesses and limitations and evaluating overall model risk
• documenting the assessment in LaTeX for internal as well as regulatory purposes
• interacting with stakeholders: model developers and users, senior management, internal and external audit and regulators, as a representative of our independent control function for model risk
