Job Description
Experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). The MRM Group within the Risk Department (Model Risk & Risk Governance) is responsible for Model Validation, Model Risk Assessment, and Model Risk Management for Natixis' Group.
He / she / they will be responsible for conducting independent validation of various types of models used across the company to assess and quantify model risk.
Essential duties and responsibilities
The Model Risk Validator will be coordinating and conducting model validation processes and monitoring in adherence with internal policies, procedures, and regulatory guidelines.
This role will work cross-functionally within the organization including collaboration with business lines as well as key integral support units.
The validation work encompasses evaluating the models based on various aspects including model data, parameters, design and methodology, implementation, and model documentation.
The Model Risk Validator will be responsible to organize the overall validation process for each topic and to present the outcome of the validations to Committees and to track the remediation that might arise from this work.
Qualifications
Masters or PhD in economics, statistics, finance, physics, mathematics, or other quantitative fields.
Minimum 2 / 3 years of experience in model validation, model development, quantitative research, or quantitative audit.
Fluency in English (mandatory)
Experience with developing or validating models - Pricing models and Risk models (Stress Testing models, IMM / EEPE and IMA models).
Effective written and verbal communication skills.
Ability to interact and work closely with business stakeholders at all levels of seniority.
Ability to work effectively in a team environment.
Ability to effectively handle a fast-paced environment and successfully meet established deadline requirements.
Self-motivated with the ability to work independently.
Proficiency in Microsoft Office
Advanced Programming skills (C / C+, C#, Python, SQL, VBA, R, MATLAB…)
We will only consider English CVs.
Additional Information
At Natixis, we are committed to fostering a working environment where each and every one of our people is treated with dignity and respect and where every voice is heard. Our differences make us collectively stronger and are a source of fulfilment, innovation and performance.
In the framework of its Diversity, Equity & Inclusion policy, Natixis in Portugal has implemented a Blind CV Screening process, with the purpose of reducing hiring bias. A blind CV excludes any personal details which refer to the applicant's gender, age or ethnicity. When applying for our positions, please submit a blind CV, that is, with no picture, name, gender, age, nationality, ethnicity and address. Your personal statement, work experience, courses and certifications, education, skills and contact information is what matters to us.
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