Risk Quant - Enterprise Risk, model validation/ Python (m/w/d)

Projekt-Nr.: 100066-217C

Stellentyp: freiberuflich

Einsatzort: Remote, remote

Industrie: Energieversorgung

Dauer: 12 M+

Starttermin: 01.07.2025

SOLCOM zählt zu den führenden Technologiedienstleistern in den Bereichen Softwareentwicklung,
IT und Engineering. Seit mehr als 30 Jahren arbeiten wir als Partner global agierender
Spitzenunternehmen aller Branchen und sind weltweit im Einsatz, wo Innovation entscheidet.

Our customer ist looking for a Risk Quant with experience in he area of Trading Risks according zu BaFin.

Your tasks are:

• Evaluation of model theoretical foundation and model documentation,
• Evaluation of model implementation
• Analysis of model input (automation, data quality, appropriateness, documentation and governance),
• Evaluation of model testing,
• Perform benchmarking, sensitivity analysis and stress testing,
• Evaluation of model monitoring,
• Documentation of the validation results

Anforderungen:

Must-haves:

• At least 5 years of professional experience in modelling and model validation
• Modelling experience with valuation and

prognosis models with focus on commodities

• Proven experience with machine learning algorithms including gradient

boosting machine (gbm) and random forest (RF) algorithms is mandatory

• Solid understanding of credit risk
• Experienced in implementation with Python
• Model validation experience in a risk function
• Fluent in English