Quantitative Analyst, Model Validation, AVP

Model Validation - Interest Rates Quant - AVP **Responsibility**: - Validate interest rates trading/pricing models and manage model risk related issues in rates derivative pricing. - Provide effective challenge to model assumptions, mathematical formulation, implementation, and performance. - Assess and quantify model risk due to model limitations to inform...

**Role Description** This major financial group is looking for a Model Validation Quantitative Analyst to join them on an initial six-month rolling contract within their Model Risk Management team focused on independent model validation of risk methodologies across various assetclasses and risk types including credit risk, market risk, economic capital and...

RoleJefferies is looking for an Associate Quantitative Analyst to join our Model Validation function.Key ResponsibilitiesPerform independent validation and approval of models, including raising and managing model validation findingsConduct annual review and revalidation of existing modelsProvide effective challenge to model assumptions, mathematical...

Join us as a Pricing Model Validation Quantitative AnalystIn this key role, you'll review and independently validate assigned models, with a focus on pricing models, in accordance with the bank's model risk policy and risk appetiteYou'll apply your expertise in advanced quantitative modelling techniques, gained through business experience or applied academic...

A leading financial services firm in London is seeking a Vice President Quantitative Analyst for their Model Validation function. The role involves independent validation of models, assessing model risk, and contributing to automation initiatives. Candidates should possess a Master’s or PhD in a quantitative field, as well as strong Python coding and...

A leading global professional services network is seeking a Quant Analyst at the AVP level in Credit Risk Modelling. You will engage with banks, working on critical projects involving market, counterparty, and climate risk. The ideal candidate holds a Master’s in quantitative disciplines, has experience in credit risk modelling, and is proficient in...

A leading global professional services network is looking for a Quant Analyst (AVP Level) in London. The role involves delivering quantitative finance projects, particularly in credit risk modelling. Candidates should hold a Master's degree in a quantitative domain and have experience in derivative pricing and quantitative risk management. This position...

Join us as a ALM Quantitative Analyst AVP within QA Treasury team in London supporting Treasury Finance to manage Interest Rates Risk by developing statistical models for forecasting asset and liability behavioural balances.To be successful in this role, you should have:Experience in developing quantitative behavioural models in Asset Liability &...

Seeking a **Quantitative Analyst** to join the **Model Validation** team within a leading global investment bank based in London. To manage risk that arises from models used for derivatives valuation to models used for risk management, liquidity & capital computations. Assessing the risk associated with model considering pricing exotic options or in...

The AVP Stress Testing Quantitative Analyst role, is focused on project and process management of stress testing infrastructure activities within Enterprise Risk Management (ERM). The role requires strong project management and stakeholder management background.This requires deep understanding of the IT process, data structures and infrastructure that would...