• Validate production valuation and risk models suitability/accuracy and suggest changes when needed.
• Ensure model materiality change and approval is managed with respects to business needs and deadlines.
• Responsible for the quality and timeliness of the production model review/validation results.
• Communicate to stakeholders with direct involvement in the life cycle of the model review/validation process and advise alterations to the process where required.
• Create project plans to review models and validate conditions.
• Carry out created projects under the guidance of management.

Education:

• Degree in Economics, Finance, Mathematics, Statistics, Stochastic Calculus, Theoretical Physics, Science or Actuarial Science.

Qualifications:

• Experience in quantitative finance and/or vetting/validation (3-5 years).
• Understanding of Complex Derivative Products.
• Ability to review production models and write model review/validation reports.
• Excellent communication, analytical and project management skills.

Technical Skills:

• Knowledge of C/C++, Developer SQL, Fincad, Matlab and VB/VBA.
• Experience with database tools such as MS Access or SQL Server.

Assets:

• Ph.D. Degree in math or sciences.
• CFA Chaterholder.
• Financial Risk Manager (FRM).

An excellent opportunity to work within a world class environment.