Model Validation
12 hours ago
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 meet regulatory standards and internal policies.
- Develop and implement validation methodologies and frameworks to assess model performance and risk.
- Conduct rigorous testing and analysis of models, including back-testing, stress testing, and sensitivity analysis.
- Collaborate with model developers, risk managers, and other stakeholders to address model-related issues and enhancements.
- Prepare and present validation reports to senior management, highlighting key findings and recommendations.
- Stay updated on regulatory changes and industry best practices related to model validation and risk management.
- Mentor and develop junior team members, fostering a culture of continuous improvement and excellence.
Qualifications:
- Advanced degree in Finance, Economics, Mathematics, Statistics, or a related field.
- Extensive experience in model validation, particularly with VAR models and pricing models.
- Strong knowledge of financial markets, risk management principles, and regulatory requirements (e.g., Basel III, FRTB).
- Proficiency in programming languages such as Python or C++.
- Excellent analytical, problem-solving, and communication skills.
- Proven leadership experience with the ability to manage and develop a high-performing team.
-
Quantitative Model Validator
4 weeks ago
London, Greater London, United Kingdom MUFG Full timeAbout the RoleMUFG is seeking a highly skilled Quantitative Model Validator to join our Enterprise Risk Management team in EMEA. As a key member of our Model Risk Management team, you will be responsible for the independent validation of quantitative methodologies used by MUFG in EMEA.Key ResponsibilitiesValidate quant models to ensure they meet regulatory...
-
Independent Model Validator
2 weeks ago
London, Greater London, United Kingdom MUFG Full timeUnlock New Opportunities with MUFGMUFG is a leading financial group seeking a skilled Independent Model Validator to join its team.This role is responsible for validating quantitative methodologies across all asset classes and model types, ensuring compliance with regulatory requirements and industry best practices.Key Responsibilities:Initial and periodic...
-
Model Validation
1 month ago
London, UK, United Kingdom Investigo Full timeDescription: 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...
-
Model Validation
2 months ago
London, United Kingdom Investigo Full timeDescription: 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...
-
Model Validation Manager
3 months ago
London, United Kingdom Adway Associates Full timeAbout the Team Model Risk Management (MRM) team is responsible for end-to-end model risk management across the Group. The team assesses and helps mitigate model risk of complex models used in the context of risk measurement, valuation, capital and provisions calculation, and more broadly for decision-making purposes. MRM partners with Risk and Finance...
-
Model Validation Director
1 week ago
London, Greater London, United Kingdom Hamlyn Williams Full timeAbout the RoleHanklin Williams seeks a seasoned expert to lead its Model Risk Management team as a Director. This strategic role comes with a comprehensive development program, a competitive remuneration package, and opportunities for growth within a diverse and supportive work environment.As part of the global MRM structure, this team plays a crucial role...
-
Director - Model Validation
3 weeks ago
London, United Kingdom Hamlyn Williams Full timeJob Description We are seeking an experienced individual to join an international bank's Model Risk Management team as a Director. This role offers a robust professional development framework, a competitive compensation and benefits package, and the opportunity to work in a highly supportive, inclusive work environment. The MRM function is structured...
-
Director - Model Validation
4 weeks ago
London, United Kingdom Hamlyn Williams Full timeWe are seeking an experienced individual to join an international bank's Model Risk Management team as a Director. This role offers a robust professional development framework, a competitive compensation and benefits package, and the opportunity to work in a highly supportive, inclusive work environment.The MRM function is structured globally, led by the...
-
Director - Model Validation
6 days ago
London Area, United Kingdom Hamlyn Williams Full timeWe are seeking an experienced individual to join an international bank's Model Risk Management team as a Director. This role offers a robust professional development framework, a competitive compensation and benefits package, and the opportunity to work in a highly supportive, inclusive work environment.The MRM function is structured globally, led by the...
-
Capital Modelling Validator
2 weeks ago
London, Greater London, United Kingdom The Emerald Group Full timeKey ResponsibilitiesLead the validation process for The Emerald Group's Solvency II Internal Model, ensuring accuracy and integrity of model results.Collaborate with business experts to develop validation testing & implementation plans, linking outcomes to business objectives.Support the adoption/approval of relevant policies into The Emerald Group's Risk...
-
VP - Model Risk Validation
1 day ago
London, United Kingdom Selby Jennings Full timeROLE: 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...
-
VP - Model Risk Validation
1 day ago
London, United Kingdom Selby Jennings Full timeROLE: 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...
-
VP - Model Risk Validation
1 week ago
London, United Kingdom Selby Jennings Full timeROLE: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...
-
VP - Model Risk Validation
1 week ago
London,, UK, United Kingdom Selby Jennings Full timeROLE: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...
-
VP - Model Risk Validation
1 week ago
London, United Kingdom Selby Jennings Full timeROLE: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...
-
Senior Risk Model Validator
2 weeks ago
London, Greater London, United Kingdom Investigo Full timeSenior Risk Model ValidatorInvestigo seeks a highly skilled Senior Risk Model Validator to ensure the accuracy and robustness of our financial models. As part of our risk management team, you will be responsible for leading the validation of VAR models and pricing models, ensuring they meet regulatory standards and internal policies.Key...
-
IRB Model Validation Specialist
1 month ago
London, Greater London, United Kingdom Eximius Finance Full timeKey Responsibilities:As a Model Risk Validation Expert, you will conduct thorough validation of IRB models to ensure their accuracy, robustness, and compliance with regulatory requirements. This includes challenging model assumptions, mathematical formulation, and implementation, as well as independent testing to assess model performance under various...
-
Quantitative Pricing Model Validator
1 month ago
London, Greater London, United Kingdom Bruin Full timeAt Bruin, we are seeking a highly skilled Quantitative Pricing Model Validator to join our team of experts in Pricing Model Risk. The role offers:Cross-Asset Model Validation ExperienceConduct initial and ongoing model validations, ensuring models are compliant with governance and regulatory requirements.Deep Quantitative AnalysisEngage in advanced...
-
IRB Model Validation
2 days ago
London,, UK, United Kingdom The FISER Group Full timeMy client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge...
-
IRB Model Validation
2 days ago
London, United Kingdom The FISER Group Full timeMy client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge Internal...