Description:
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 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 fi
21 Jan 2026;
from:
randstad.com.au