Model Risk Validation Officer

3 weeks ago


London, United Kingdom eFinancialCareers Full time

Join us as a Model Risk Validation Officer
- This is an opportunity for a passionate and driven risk specialist to join us
- We'll look to you to review and validate market risk (IMA) and counterparty credit risk (IMM) across legal entities
- It's an ideal role to gain detailed exposure to the developing world of model risk, as well as to a range of stakeholders and senior executives

**What you'll do**
This role will see you undertaking validation of risk models and data analysis to make sure that data risks are adequately highlighted, as well as assessing the models' compliance with regulations, internal policies and standards.
We'll also look to you to perform sensitivity analysis to assess the adequacy of modelling or data assumptions, documenting all the analysis in a succinct and clear manner.
Your responsibilities will also include:

- Preparing checklists for various validation activities to make sure that appropriate controls are established and consistently followed
- Undertaking in-depth assessments of the models' subcomponents, making sure models are fit for purpose for their designated use
- Making sure that model risk management aligns with our model risk policy, and undertaking model risk assessments to identify potential issues
- Providing expert advice on aspects of risk management, including providing senior executives with relevant MI and reports and escalating concerns

**The skills you'll need**
You'll also have an awareness of risk model-related regulatory requirements and an in-depth understanding of risk modelling in traded market risk or counterparty credit risk. A knowledge of FRTB topics would be advantageous.
We'll also expect:

- Knowledge of taking responsibility for your own model reviews
- Excellent communication skills to work with management and model stakeholders, including senior leaders, traders and quantitative analysts
- Programming experience in Python, C++ or R



  • London, United Kingdom Solytics Partners LLC Full time

    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),...


  • London, United Kingdom eFinancialCareers Full time

    **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**: -...


  • London, Greater London, United Kingdom Nexus Jobs Limited Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom Mizuho Full time

    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...


  • London, United Kingdom eFinancialCareers Full time

    ** 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...


  • London, Greater London, United Kingdom European Bank for Reconstruction and Development Full time

    Requisition ID34075Office CountryUnited KingdomOffice CityLondonDivisionRisk ManagementContract TypeShort TermContract Length12 monthsPosting End Date14/11/2023Purpose of JobUnder the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of quantitative models used to support Treasury, Risk Management...


  • London, Greater London, United Kingdom European Bank for Reconstruction and Development Full time

    Requisition ID34075Office CountryUnited KingdomOffice CityLondonDivisionRisk ManagementContract TypeShort TermContract Length12 monthsPosting End Date14/11/2023Purpose of JobUnder the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of quantitative models used to support Treasury, Risk Management...


  • London, United Kingdom European Bank for Reconstruction and Development Full time

    tendersglobal.net 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 JobUnder the supervision of the Associate Director, Model Validation, the Analyst contributes to the reviews and validations of...


  • London Area, United Kingdom Mizuho Full time

    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...


  • London Area, United Kingdom Mizuho Full time

    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...


  • London Area, United Kingdom Mizuho Full time

    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...


  • London Area, United Kingdom Mizuho Full time

    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

    4 weeks ago


    London, United Kingdom eFinancialCareers Full time

    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...


  • London, United Kingdom Nexus Jobs Limited Full time

    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...