Risk Model Validation Quantitative Specialist

Job Description Model Validation Quantitative Specialist London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified...

Job Description Model Validation Quantitative Specialist London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified...

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB), and...

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB),...

We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified through those activities. Experienced in reporting of model risk...

**Your Responsibilities include: Document test results in a model validation report to be reviewed by regulators and which will form the basis of discussion with key model stakeholders including Front Office Trading, Model Developers, Market Risk Managers, and Finance Controllers Active participation in the development and maintenance of an internal Python...

Your Responsibilities: Document test results in a model validation report to be reviewed by regulators and which will form the basis of discussion with key model stakeholders including Front Office Trading, Model Developers, Market Risk Managers, and Finance Controllers Active participation in the development and maintenance of an internal Python library to...

Job Description Who are we? We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career...

Job DescriptionRole Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...

We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a growing...

Who are we?We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Job DescriptionWho are we?We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career...

Job Description My client is looking for an experienced Quant professional to join their growing team in an expansive role with the opportunity to grow within in a renowned investment banking corporation. The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model...

Interest Rates Quantitative AnalystA leading Investment Bank has an immediate requirement for Quantitative Analysts to join their Pricing Models Validation team.This is an exciting new opportunity for a quantitative analyst to conduct model validation primarily within the Interest Rates.You will hold strong academics in a Mathematical, Statistical or...

My client is looking for an experienced Quant professional to join their growing team in an expansive role with the opportunity to grow within in a renowned investment banking corporation.The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including...

Requisition ID Office Country- United Kingdom- Office City- London- Division- Risk Management- Contract Type- Intern- Contract Length- 06 months- Posting End Date- 15/03/2023Purpose of jobUnder the supervision of the Associate Director, Model Validation, the prospective intern will focus on specific quantitative projects, contributing to the development of...

Requisition ID34075Office CountryUnited KingdomOffice CityLondonDivisionRisk ManagementContract TypeShort TermContract Length12 monthsPosting End Date14/11/2023Purpose of JobUnder the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of quantitative models used to support Treasury, Risk Management...

Requisition ID34075Office CountryUnited KingdomOffice CityLondonDivisionRisk ManagementContract TypeShort TermContract Length12 monthsPosting End Date14/11/2023Purpose of JobUnder the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of quantitative models used to support Treasury, Risk Management...

Job Title Credit Derivatives Model Validation SpecialistLocation LondonCorporate Title Vice PresidentThe Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and...