Validator / Model Risk Expert

Our company

Chiron is Yields.io’s award-winning platform for automated model validation and testing. The solution is used by both international investment banks as well as by regional financial institutions to increase the efficiency of model validation and generate regulatory compliant documentation. Apart from this software solution, we offer advice and implementation services to assist our clients through their model risk management journey.

Yields.io has its headquarters in Belgium, is alumnus of the IMEC.iStart incubator program and is backed by investments from Volta Ventures (early-stage European VC) and Michel Akkermans (serial entrepreneur, private investor, and former CEO and chairman of Clear2Pay).

You

We are currently looking for a senior model risk expert who wants to lead a project team during client projects related to model risk management. This will include both projects where we will create new techniques to detect model failure as well as projects where we will validate and monitor models to determine whether an existing algorithm works as expected. The projects you will be involved with will have a finance focus.

Must

  • At least 5 years of hands-on experience building or validating models in a financial institution. 
  • Proficiency in Python as well as in the main analytics libraries (Keras, Tensorflow, scikit learn, …)
  • Master or PhD in a quantitative field (data science, mathematics, physics, …)
  • Fluency in English
  • Excellent verbal, written and presentation skills

Plus

  • Experience in quantitative software development
  • Experience with valuation, XVA and/ or market risk models. 
  • Familiarity with Quantlib, Open Source Risk Engine or a similar solution
  • Positive and creative mindset
  • Pragmatic & client focussed

Our offer

  • An international team that embraces diversity and a lively and open company culture
  • Autonomy and responsibility in a challenging work environment
  • Flexibility: 20+ holidays, remote-friendly work environment
  • Full-time contract, attractive salary completed with benefits

For further information, please contact Delphine Draelants, head of Customer Success via delphine.draelants@yields.io