Model Risk Validation Officer

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...

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...

Salary: $120,000 - $180,000 per yearJob DescriptionBruin is seeking a highly skilled Risk Model Validator to join their Model Risk Management team. As a key member of the team, you will play a vital role in overseeing the governance and validation of models used across the organisation for risk measurement and decision-making.The successful candidate will...

Job DescriptionThis role focuses on ensuring the accuracy and reliability of quantitative models used in financial decision-making. As a Model Risk Validator, you will be responsible for validating these models, identifying areas for improvement, and implementing alternative models to ensure they meet regulatory requirements and industry best practices.Key...

**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**: -...

ROLEWe are seeking a highly skilled Risk Model Validator to join our team at Selby Jennings. As a key member of our risk management department, you will play a critical role in ensuring the accuracy and reliability of our derivative pricing models.KEY RESPONSIBILITIESInitial and periodic validation of pricing models across all asset classes and model...

ROLE: 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...

ROLE: 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...

Some key points for this role - You won't be responsible for validating models - But will need to have awareness of model risk and how validation is done - This is not a pure quant role but you will be someone with awareness of model risk and able to lead projects in the space - Consulting background is desirable but not a prerequisite - must be willing to...

ROLE: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...

ROLE: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...

ROLE: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...

About the RoleWe are seeking a highly skilled Quantitative Risk Model Validator to join our team at Investigo.As a Quantitative Risk Model Validator, you will be responsible for performing independent validations of market risk models, pricing models, and stress methodologies. You will work closely with our CROs, Heads of Market and Credit Risk, regulators,...

Job Title: Senior Risk Analyst- HybridCompany Overview:BWD Search & Selection is seeking a highly skilled Risk Model Validation Senior Analyst to join our team in the City, London. This is an excellent opportunity for you to leverage your expertise in risk model validation and contribute to the development of cutting-edge models.Salary: £85,000 - £95,000...

At Selby Jennings, we are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team. This role is an excellent opportunity for someone looking to work on complex quantitative models and ensure their accuracy and reliability.The estimated salary for this position is $120,000 per year.Job Description:In this role, you will be...

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...

ROLE: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...

ROLE: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...

ROLE: 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...

Embark on a challenging career as a Risk Model Validation Expert with a well-regarded international bank. This permanent position in London, with hybrid working options, offers a platform to develop your skills and challenge yourself in a collaborative environment.The role involves critical review and challenge of the bank's use of models (Credit, Capital,...