Temps de travail
Type de contrat
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Expérience professionnelle
Niveau d'étude
Manpower is urgently recruiting for one of its clients, European institution in Luxembourg:
Model Validation Officer (W/M)
Temporary mission of 6 -12 months
Tasks:
Inventories, model rating and recommendations
- Maintain the database of models in liaison with the business units
- Identify new models within the institution
- Perform risk rating of the models to identify models with potential financial impact on the company
- Follow up of the recommendations from the relevant stakeholders (i.e. following a model review)
Model validation reviews
- Assess the documentation provided by the business unit in line with business practices
- Understand and analyse the quantitative models to be approved
- Perform backtesting of the outputs of the models
- Write model validation reports including recommendations on potential improvements
- Work collaboratively with several divisions, such as Investment, Funding, Asset and Liability Management, and Middle and Back Office, for model-related matters.
Profile:
- Advanced university degree in a relevant field such as statistics, quantitative finance or economics
- At least 2 years of relevant professional experience in risk management or audit. A first experience in model risk is a strong asset.
- Experience in backtesting: quantitative and statistical techniques required
- Advanced Excel skills. Mastery of VBA is an asset
- Fluency in English, both oral and written
- Good analytical and conceptual skills
- Proactive and team-oriented
- Attention to detail, with rigorous approach
- Intellectual curiosity, well-structured and organised with ability to prioritise competing tasks in a fast-paced deadline-driven environment
Interested in joining a European Institution? Please apply on line.
Your application will be treated with the strictest confidentiality.
