Quant Model Validation – Big 4 Bank
Join a high-priority transformation project within the banks Model Risk team. Work on clearing a critical backlog of ~100 non-credit/non-market models (Financial Crime, Liquidity, Climate Risk). This is a unique opportunity to pivot your Credit/Market risk skills into emerging model classes.
The Role:
80% technical validation: Back-testing & code review (Python/R/SAS/SQL).
20% stakeholder engagement: Translating technical findings for business owners.
Requirements:
2-10 years in Model Development or Validation.
Strong coding skills (Python preferred).
Ability to hit the ground running.
Details: 12 Month ContractAt Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.
key responsibilities
Quant Model Validation – Big 4 BankJoin a high-priority transformation project within the banks Model Risk team. Work on clearing a critical backlog of ~100 non-credit/non-market models (Financial Crime, Liquidity, Climate Risk). This is a unique op
experience
2 years
skills
Quant Analyst
qualifications
2-10 years of experience in model validation or model development within a banking/financial services environment.
Python
R
SAS
Or SQL
Non-Credit models
education
Associate Degree/Diploma