Quant Analyst

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 Contract

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.