Model Validation Specialist

Position: Model Validation Specialist - VP Company: Deutsche Bank London The Model Validation Specialist role at Deutsche Bank London is a crucial position within the Model Risk Management team. As a Model Validation Specialist, you will be responsible for independently reviewing, analyzing, and validating a variety of models used in the bank's algorithmic...

Model Validation Specialist - VP Job ID:R Full/Part-Time: Full-time Regular/Temporary: Regular Listed: Location: London

Job Description: Job Title Model Validation Specialist Location London Corporate Title Vice President The Model Risk Management (MoRM) team provides independent oversight and governance of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. The algorithmic trading model validation team is...

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...

The Model Risk Management (MoRM) team provides independent oversight and governance of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. The algorithmic trading model validation team is responsible for the independent review and validation of models used within bank's algorithmic trading...

The Model Risk Management (MoRM) team provides independent oversight and governance of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. The algorithmic trading model validation team is responsible for the independent review and validation of models used within bank's algorithmic trading...

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...

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),...

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...

LSEG and Microsoft have entered an exciting strategic partnership for the development of next-generation data, analytics and cloud infrastructure solutions. Our customers' needs are evolving and so are financial markets. This partnership will transform the way customers discover, analyse and trade securities around the world. It will also advance our cloud...

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...

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...

Model Validation ManagerPermanent roleUp to £80,000 + packageLondon / Hybrid working (50% in the office)I have an upcoming opportunity for a Model Validation Manager to join a growing UK bank in the city.Key responsibilities: Leading validation on IFRS 9 models and stress testingPerson requirements: Proficient in SAS & SQL Proven ability to validate IFRS 9...

Job Description: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,...

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...