Senior Quantitative Modelling
EY
- București
- Permanent
- Full-time
- Model Development and Implementation: Develop, implement, and maintain advanced quantitative models for risk assessment, including credit, market, and operational risks.
- Risk Analysis: Conduct comprehensive risk analysis using quantitative methods to identify, measure, and monitor financial risks.
- Technical Solutions: Integrate cutting-edge technological solutions into modeling processes, including machine learning and AI techniques.
- Validation and Documentation: Perform rigorous model validation, back-testing, and document model development processes.
- Stakeholder Collaboration: Work closely with risk management, finance, and regulatory teams, providing expert insights and recommendations.
- Regulatory Compliance: Ensure all models comply with regulatory standards such as Basel IV and IFRS 9.