Model Validation VP

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes , gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry. Your Role: ...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.Your Role:Validate...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.Your Role:Validate...

We are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across various asset classes and model types.The estimated salary for this position is $130,000 per year.Job Overview:As a VP - Quantitative...

Within this role, your key responsibilities will include: - Conducting model validations on in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice, communicating findings and recommendations to model owners and preparing the model validation reports - Working closely with Investment teams on...

This role requires a deep understanding of financial modelling, risk management, and regulatory requirements. The successful candidate will ensure the accuracy, robustness, and compliance of our models, contributing to the overall risk management framework of the company.Key Responsibilities:Lead the validation of VAR models and pricing models, ensuring they...

This role requires a deep understanding of financial modelling, risk management, and regulatory requirements. The successful candidate will ensure the accuracy, robustness, and compliance of our models, contributing to the overall risk management framework of the company. Key Responsibilities: Lead the validation of VAR models and pricing models, ensuring...

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...

Primary Responsibilities: Conduct initial and ongoing validation of quantitative models. Develop, design, and prototype alternative models. Perform quantitative analysis and review of model frameworks, assumptions, data, and outcomes. Test numerical implementations of models and review associated documentation. Ensure compliance with governance...

A global investment bank is seeking a skilled Quantitative Analysis Expert to join their model validation team. As a Model Validation VP, you will be responsible for validating pricing models used by the trading desk, ensuring they are accurate and compliant with regulatory requirements.The successful candidate will have a strong mathematical background,...

At Selby Jennings, we are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team. This role is an excellent opportunity for someone looking to work on complex quantitative models and ensure their accuracy and reliability.The estimated salary for this position is $120,000 per year.Job Description:In this role, you will be...

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...

**Model Validator, XVA CCR & IM Models (Associate-VP) | Large Multi-National Bank | London** **Responsibilities**: - Perform in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes - Build benchmark models and conduct testing and develop standardised model testing...

**Your key responsibilities** - Supervision and management of junior reports supervising and reviewing their validation work. - Responsibility for the specification and implementation of group policy and regulatory requirements for Delta EVE IRRBB modelling. - Assessing, analysing and test derivative models for pricing, risk management and Delta EVE...