Model Validation Specialist

Il y a 21 heures

Luxembourg, Prague Deutsche Börse Group Temps plein

Gratuit avec email ou Google

Enregistrez cette offre et organisez votre recherche

Créez un compte gratuit pour enregistrer des offres d'emploi, créer des alertes et revenir à cette liste depuis votre tableau de bord.

Enregistrer le travail Enregistrer et créer une alerte

Gratuit avec email ou Google

En continuant, vous acceptez nos Conditions d’utilisation & Politique de confidentialité.

About Clearstream Clearstream, part of the Deutsche Börse Group, is a leading global provider of post-trade services, offering settlement, custody, and collateral management solutions. Our expertise ensures stability, efficiency, and transparency in financial markets worldwide. The Model Validation Team plays a critical role in safeguarding the robustness, accuracy, and regulatory compliance of the risk models used across Clearstream. As a full-time Model Validation Specialist, you will contribute directly to the integrity of our risk framework and help ensure that our models meet high quantitative and regulatory standards. Your

Responsibilities:
• Independently validate risk models used for operational, credit, market, and liquidity risk management.
• Conduct advanced statistical analyses, benchmarking, and backtesting to assess model performance.
• Review and challenge model assumptions, methodologies, conceptual soundness, and implementation.
• Design and execute stress-testing and scenario analysis to assess model behavior under extreme conditions.
• Propose enhancements to improve model robustness, accuracy, and regulatory compliance.
• Collaborate closely with model developers, risk managers, and stakeholders across the organization.
• Draft comprehensive validation reports aligned with internal standards and regulatory frameworks (e.g., CSDR, MaRisk, ECB guidelines).
• Support internal and external audit processes and regulatory inquiries.

Your Profile
We are looking for an analytical and proactive professional with the following

qualifications:
• Master’s degree or PhD in a quantitative field such as Finance, Mathematics, Statistics, Physics, Computer Science, Economics, or related discipline.
• Minimum of 2–3 years of relevant professional experience.
• Strong programming skills in Python; experience with libraries such as NumPy, pandas, SciPy, or scikit-learn is a plus.
• Solid understanding of statistical analysis, probability theory, time series analysis, predictive modeling, quantitative finance, and machine learning methods.
• Knowledge of financial products (e.g., fixed income, derivatives) and risk management concepts.
• Experience with model development, validation, or quantitative risk analysis is a strong advantage.
• Excellent quantitative problem-solving abilities and a rigorous, detail-oriented working style.
• Ability to interpret, explain, and critically assess complex data and models.
• Strong communication skills, with the ability to articulate complex quantitative concepts to diverse stakeholders.
• Ability to manage multiple tasks, work independently, and collaborate effectively within a team environment.
• Proactive mindset with a willingness to challenge assumptions and propose improvements.
• Former management experience is an advantage.
• Fluent in English (spoken and written); German language skills are an advantage.

Model Validation Specialist

Enregistrez cette offre et organisez votre recherche

Emplois similaires à Luxembourg

Villes principales

Amériques

Europe

Asie / Océanie

Afrique

Model Validation Specialist

Enregistrez cette offre et organisez votre recherche

Emplois similaires à Luxembourg

Villes principales