Market & Counterparty Risk, Model Validation

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

Unlock Career Opportunities at MacquarieEstimated Salary: £120,000 - £180,000 per annumBased in London, this role offers a competitive salary and excellent career growth prospects.About the RoleThis is an exciting opportunity for a Senior Manager to join our Credit Modelling team in London. As a key member of our team, you will be responsible for...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

This is your chance to join one of the world’s leading financial institutions, recognised for its long-standing reputation for excellence, innovation, and a commitment to building lasting relationships. This role offers an exciting opportunity to contribute meaningfully to a dynamic organisation that values its people and fosters sustainable growth.Our...

This is your chance to join one of the world’s leading financial institutions, recognised for its long-standing reputation for excellence, innovation, and a commitment to building lasting relationships. This role offers an exciting opportunity to contribute meaningfully to a dynamic organisation that values its people and fosters sustainable growth.Our...

Paritas Recruitment - Risk London, United KingdomPosted 16 minutes ago Permanent £80k - £110k - K- Posted by - Keith Jones- Manager - Risk Management & Quantitative AnalyticsFollow - Model Validation Quant in a dynamic and expanding team based in the City. Risk Trading Quant - Model Validation A leading European Bank is currently recruiting for Model...

About the RoleIn this exciting opportunity, you will play a critical role in ensuring the accuracy and reliability of our quantitative models used for risk management purposes. As a Quantitative Model Validator, you will be responsible for validating these models to ensure they meet regulatory requirements and industry best practices.ResponsibilitiesInitial...

Job Description Sheet **Job title** Market Risk Model Validation - SeniorAnalyst **Location** London **Experience** 7-10 years **Job Duties** We are looking for an experienced Market Risk model validation senior analyst with sound knowledge of domain understanding and experience in risk model validation & documentation. - Preparing for internal model...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing credit risk...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing credit risk...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...

Job Description Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing...