Risk Model Validation Quantitative Specialist

Job Description Model Validation Quantitative Specialist London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified...

Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues...

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB),...

Responsibilities: - Validation of FRTB IMA models - Quantitative analysis and review of model frameworks, assumptions, data, and results - Designing, modelling and prototyping challenger models when required - Testing models numerical implementations and reviewing documentations - Checking the adherence to governance requirements - Documentation of findings...

** Your Responsibilities include: - 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...

We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified through those activities. Experienced in reporting of model...

Who are we?We are not your typical financial institution. It’s our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Risk Manager - Pricing Model Validation A leading European Bank is currently recruiting for an experienced Quantitative Model Validator to join their London based team. You will develop and validate pricing model using Python and C++, undertake stress testing activities, and algorithmic tradingvalidation work. Due to the highly technical nature of this...

Who are we?We are not your typical financial institution. It’s our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Who are we?Scroll down the page to see all associated job requirements, and any responsibilities successful candidates can expect.We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and...

Job DescriptionWho are we?We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career...

Who are we? We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Who are we? We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Who are we?We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the career trajectory of a...

Who are we?Scroll down the page to see all associated job requirements, and any responsibilities successful candidates can expect.We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and...

Job Description Who are we? We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stability of an international industry leader with the...

**Company Summary**: A global investment bank are currently seeking a driven and motivated Market Risk Model Validator to work alongside the Front Office on developing bench marking models. The successful applicant for this role will be responsible for ensuring the front office models are properly reviewed. **The individual will be responsible for**: -...

Summary : •Excellent academic credentials. Masters or PhD degree in a quantitative field are required.•Advanced knowledge of quantitative methods such as financial mathematics and statistics.•Expert knowledge of model validation and a good understanding of model risk management under PRA regulations are required. •Expert knowledge of historical...

My client is looking for an experienced Quant professional to join their growing team in an expansive role with the opportunity to grow within in a renowned investment banking corporation. The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including...

My client is looking for an experienced Quant professional to join their growing team in an expansive role with the opportunity to grow within in a renowned investment banking corporation.The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including...