Risk Analyst

Are you an experienced Quantitative Validation Analyst?

Do you enjoy working on regulatory compliance and quantitative modelling topics?

Then the role of Quantitative Validation Analyst might be a good fit for you!

Our client, who is active in the financial services and regulatory compliance industry, is looking for an expert in order to support them in the area of model validation for US withholding tax compliance.

As a Quantitative Validation Analyst, you are going to provide expertise in the domain of US tax regulation, equity derivatives, and quantitative model validation.

Setting: As part of the team, you are going to be oriented on providing the best possible solutions in the area of model validation and regulatory compliance for equity-linked instruments.

Focus:

• Independent validation of a model developed to comply with how the US withholding tax status of a financial equity-linked instrument is determined according to section 871(m) of the Internal Revenue Code.
• Assess whether each equity-linked instrument with US underlying securities is in-scope or out-of-scope (potentially in-scope) for the purpose of this regulation, where an in-scope status leads to a higher withholding tax (30%) on the equivalent dividend amount.

Background: In order to be successful in this role, prior experience in US withholding tax regulation (Section 871(m), mathematical modelling, and equity derivatives (Greeks) is required.

Duration: This is initially a 3-month contract, with the possibility of extension.

Workload: 100%

For more information on this Quantitative Validation Analyst opportunity or any other roles that I am currently working on, please send your CV to:

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