Full time
London Stock Exchange Group
Bulevardul Iuliu Maniu, București, Romania
Role Purpose Junior Quant Risk Analyst will support the validation and independent review of various statistical and econometric models such as Sustainable Investments, Wealth Management, Indices, and Commodities The incumbent will be exposed to the validation of different model types and ensure effective challenge and proper risk mitigation. Accountabilities Support model validation for underlying key methodologies and models, Assess mathematical and technical considerations in models and quantitative methods, Support the development of internal benchmarks for relevant models, Assist the validation lead on identifying and escalating risks, issues in the assessed models, Effectively document the testing and conclusions, Collaborate with senior validators and governance lead on relevant model content for validation forums such as Exit Meetings, Working Groups, Model Risk Committee, Support design of adequate ongoing monitoring for relevant models, Create...