Risk - Derivatives Pricing Models Validator - Vp

**Role Overview**: This position will support Model Risk Management for commodity pricing derivative models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background in stochasticcalculus, probability theory & numerical methods and good Python programming...

This position will support Model Risk Management for FX and FX/ IR Hybrid pricing derivatives models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background in stochastic calculus, probability theory & numerical methods and good Python skills will be a...

This position will support Model Risk Management for FX and FX/ IR Hybrid Pricing Derivatives models. Primary responsibilities will be to validate and model risk manage Derivative Pricing models for Trading and Hedges. This position requires a sound background in stochastic calculus, probability theory & numerical methods and good Python skills will be a...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes , gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry. Your Role: ...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.Your Role:Validate...

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...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.Your Role:Validate...

A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.Your Role:Validate...

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...

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...

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...

Why Join Us?We are a dynamic and inclusive organization that values diversity and innovation. Our teams are made up of talented individuals from diverse backgrounds who are passionate about delivering exceptional results. As a Quantitative Finance Specialist, you will have the opportunity to work on high-profile projects, collaborate with world-class...

About the RoleWe are seeking a highly skilled Derivative Pricing Specialist to join our Enterprise Risk Management (ERM) team. In this role, you will be responsible for validating derivative pricing methodologies across all asset classes and model types. You will work closely with stakeholders to ensure that models are validated on a periodic basis as well...

**Model Validator, XVA CCR & IM Models (Associate-VP) | Large Multi-National Bank | London** **Responsibilities**: - Perform in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes - Build benchmark models and conduct testing and develop standardised model testing...

Hamlyn Williams has partnered with a UK bank with a global presence across Europe and the United States. They are one of the most recognised banking institutions who provide retail and banking services to consumers and businesses internationally. HamlynWilliams is supporting the expansion of their Quant function and as a result are looking for a highly...