AVP Model Validation – Market Risk, Pricing Models, Stress Testing

Description: Perform independent validations of the market risk models, pricing models and stress methodologies The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit. Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and...

This position will support Model Risk Management for FX and FX/ IR Hybrid pricing derivatives models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background in stochastic calculus, probability theory & numerical methods and good Python skills will be a...

Hamlyn Williams has partnered with a UK bank with a global presence across Europe and the United States. They are one of the most recognised banking institutions who provide retail and banking services to consumers and businesses internationally. HamlynWilliams is supporting the expansion of their Quant function and as a result are looking for a highly...

Hamlyn Williams has partnered with a UK bank with a global presence across Europe and the United States. They are one of the most recognised banking institutions who provide retail and banking services to consumers and businesses internationally. HamlynWilliams is supporting the expansion of their Quant function and as a result are looking for a highly...

**Responsibilities**: - Manage the annual review of models used by the bank for measuring market and Counterparty credit risk, suggesting improvements and action plans. - Validating Interest Rate, Inflation, Equity and Property derivatives but also market and counterparty credit risks models such as Stress Testing, VaR. - Performed model validations...

This position will support Model Risk Management for FX and FX/ IR Hybrid Pricing Derivatives models. Primary responsibilities will be to validate and model risk manage Derivative Pricing models for Trading and Hedges. This position requires a sound background in stochastic calculus, probability theory & numerical methods and good Python skills will be a...

Independently validate, test, and challenge pricing and risk models (across asset classes), including stress testing models used for capital, stress loss or RWA projections (ICAAP and RRP) - Produce written model validation reports using Firm’s approved tools and templates - Engage with reviewers in other locations, model developers and owners and...

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...

**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...

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...

Job DescriptionWe are seeking a skilled Model Risk Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across all asset classes and model types.The successful candidate will have extensive experience in quantitative modelling (model development or validation) in one...

ROLEIndependent model validation of derivative pricing methodologies, both initial and periodic, across all asset classes and model types and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger models.KEY...

ROLE Independent model validation of derivative pricing methodologies, both initial and periodic, across all asset classes and model types and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger models. KEY...

**Responsibilities** Traded Risk Model Validation is a group that performs in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes. This opportunity is for a validator to perform independentmodel validations of valuation models used for the books and records of the Group,...

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...

Join us as a Stress Testing Modelling Quantitative Analyst - Take on a pivotal role in our Finance function, in which you will be modelling market and credit risk projections for the purpose of stress testing, capital planning and strategy setting using Machine Learning techniques, Monte Carlo methods and Econometricsmodels. - You'll enjoy extensive...

**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...

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...

About the RoleWe are seeking a highly skilled Derivative Pricing Specialist to join our Enterprise Risk Management (ERM) team. In this role, you will be responsible for validating derivative pricing methodologies across all asset classes and model types. You will work closely with stakeholders to ensure that models are validated on a periodic basis as well...