What you will be doing? 

A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models and instrument pricing models developed at one of Europe’s largest banks.

Independently performing complete validations according to the validation concept and supervising junior validators. Preparation of validation and management reports, Presentation of validation results to the Validation Committee, Presentation of validation approach and results to internal and external auditors, Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts, Contribution to consultation of new regulatory requirements.