Financial Modelling Expert – Deal Allocation Model Validation (European Institution) (M/F)
We are seeking a Financial Modelling Expert for one of our prestigious clients’ validation unit. The ideal candidate should have a focus on equity and be capable of independently validating a Deal Allocation model. The expert will be responsible for producing a comprehensive model validation report and conducting related analyses.
Your Day-to-Day:
- Summarize the model methodology, processes, and usage.
- Identify regulatory references and industry best practices for the model.
- Perform a gap analysis to assess methods against regulatory standards and best practices, specifically in securitization and guarantee risk modeling (credit risk default losses and default correlation).
- Conduct benchmark analysis, sensitivity tests, back testing, and implementation checks.
- Evaluate the model’s fitness for purpose and provide recommendations in line with the institutions Model Validation Policy.
- Provide any tools or analyses developed during the validation process.
Profile:
- Multiple years of experience in financial modeling, with a particular focus on equity.
- Extensive knowledge and expertise in Alteryx.
- Master’s degree in Quantitative Finance, Mathematics, Statistics, or a related field.
- Additional professional risk certifications (e.g., CFA, FRM) are strongly preferred.
- Minimum of 10 years of experience in financial modeling.
- Proven project management skills and experience.
This role offers a unique opportunity to apply advanced financial modeling expertise and contribute to enhancing risk management processes in a critical project.
How to apply:
Should you be interested in applying for this challenging job offer, please liaise with Advisory Key Sarl (Luxembourg) by phone : +352 26 45 99 85 or by email recruitment@advisorykey.com. We guarantee you an answer within 15 days, and above all the confidentiality of your application thanks to a meticulous application of the GDPR rules.
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