Model Compliance Validator | Risk
Within the Model Risk Management (MRM) department the Credit Risk & Non-Financial Model Validation teams are organized into four teams: Regulatory Credit Risk & Scoring Model Validation, IFRS9 and Credit Stress Test Model Validation, ALM Model Validation, and Compliance & Non-Financial Risk Model Validation.
The "Compliance and Non-Financial Risk Model Validation" team is looking for a Quantitative Analyst to validate models for Compliance, Operational Risk, and Non-Financial Risks."
The collaborator will be tasked with validating models in the Compliance and Non-Financial Models domain. The responsibilities associated with this validation process include:
- Evaluating the risk dimensions of models (including data, methodology, performance, monitoring, usage, and documentation)
- Preparing a validation report and presenting findings to the validation committee
- Monitoring the implementation of recommendations designed to enhance the models
- Conducting oversight of regulatory and methodological developments
Qualifications
Soft Skills:
- Ability to work independently
- Attention to detail
- Proactive mindset
- Excellent interpersonal communication
- Competence in written communication
Knowledge:
- Familiarity with the regulatory landscape and texts related to risks (such as Basel II / Basel III,
- ICAAP, etc.)
- Understanding of modeling techniques (including statistics, economics, machine learning
- algorithms, etc.)
- Excellent writing skills and capacity for synthesizing complex information
- Advanced written and spoken English
- French optional
Technical Skills:
- Expertise in programming languages such as Python, SQL, and R
- Expertise in Microsoft Office applications (Excel, PowerPoint, Word)
Additional Information
#MuchMoreThanJustAJob
Early morning. Campo 24 de Agosto. In 4 minutes, you are clocking in at the office. After grabbing a cup of coffee and fresh fruit, pick up your laptop and choose your spot for the day. It's going to be a busy one: French class before lunch and, just after, quick medical appointment at Natixis doctor's office.
Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or, if you feel like stretching your legs, walk downtown to grab lunch.
Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks, reports, calls, some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that ping-pong tournament.
Tomorrow, you complete that certified technical training and the day after, you will work from home, taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day, you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you, meet your colleagues to surf some waves or join them in a football match.