Вакансии » Model Validation Analyst

Создана more than year ago  .  Полная занятость

EcoTomsk Ltd. 


Контактное лицо:
Екатерина Данилова
Model Validation of Basel II related and/or quantitative models in the area of market risk. The main focus will be on Risk models used for capital calculations, primarily in market (e.g. VaR) but also possibly in credit (e.g. Counterparty) risk.

• getting familiar with various financial models by reading documentation and having meetings with model owners;
• evaluate model quality with respect to documentation, validity of main model assumptions, input data sourcing, regularity of model re-calibration etc.;
• discuss findings with other members of the model validation team and with model owners;
• write a model validation report in English, propose actions to improve/monitor the model.
• This job may require business trips of about 1 month to London, New York or Zurich.

• higher education (Mathematics or related field);
• strong background in one or several mathematical subjects;
• analytical thinking;
• familiarity with MS Excel, VBA, MS Word;
• fluent English (read/write/speak) is required.

Perks & Compensation
At EcoTomsk Ltd., you will find a stimulating environment with exciting opportunities and plenty of variety to evolve your skills and lay a strong foundation of experience.
• You will be respected.
• You initiatives will be encouraged.
• You career and professional development will be a priority.
• You will be remunerated based on merit and performance.
• You will constantly learn, no matter how experienced you are.
• You will work alongside smart, talented and motivated individuals.
• Salary will be commensurate with experience.

About the Employer
Eco-Tomsk, Ltd., the most people-friendly software company in Siberia.
Eco-Tomsk has grown into a unique team of quantitative analysts, combining broad knowledge of advanced mathematics, modern finance, practical market experience and sophisticated numerical algorithms with highly professional programming and IT skills and working ethics. We have our experts in major financial centers - London, New York, Frankfurt, Singapore, Sydney.
Website: http://ecotomsk.com/

To apply
Please email us your current CV and cover letter. Please specify whether you are applying to our EcoTomsk location.
E-mail: ekaterina.danilova@ecotomsk.com