Model Validation Specialist

Model Validation Specialist - VP Job ID:R Full/Part-Time: Full-time Regular/Temporary: Regular Listed: Location: London

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...

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),...

**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...

Job Description Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management. Key Responsibilities: Independent Review: Conduct independent reviews and challenges of models. Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.All the relevant skills, qualifications and experience that a successful applicant will need are listed in the following description.Key Responsibilities:Independent Review: Conduct independent reviews and...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.All the relevant skills, qualifications and experience that a successful applicant will need are listed in the following description.Key Responsibilities:Independent Review: Conduct independent reviews and...

Role Overview:Ready to make your application Please do read through the description at least once before clicking on Apply.The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review:Conduct independent reviews and challenges of models.Technical...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management. Key Responsibilities: Independent Review: Conduct independent reviews and challenges of models. Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if necessary....

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...

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 through those...

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...

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...

**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...

Requisition ID- 34075- Office Country- United Kingdom- Office City- London- Division- Risk Management- Contract Type- Short Term- Contract Length- 12 months- Posting End Date- 14/11/2023**Purpose of Job** Under the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of quantitative models used to...

Job Description 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...

Job Description 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...

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...