Consultant Expert - Model Validation

Responsibilities

The missions of a senior functional expert are varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Group’s modeling entities.

Your main missions will be:

- End to end responsibility of modeling validation missions, based on the planning and framework

- Interact with the modeling entities

.

- Analyze and test methods by using both technical knowledge and critical thinking.

- Conduct quantitative reviews (statistics).

- Be vigilant in the analysis of the regulatory compliance, robustn...