Model Validation Specialist

3 weeks ago


London, United Kingdom eFinancialCareers Full time

**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 library to improve the efficiency of testing and documentation
- Communication of validation results
- Engaging with the due diligence aspects of the New Product Approval Process

**Key skills and experience**:

- Experience and understanding in a Model Validation, Front Office Quant role or other relevant quantitative finance role
- Python testing and coding knowledge
- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte Carlo Methods, and Numerical Algorithms
- A deep understanding of derivatives pricing models and a strong interest in financial markets demonstrated by qualifications and experience
- Experience with Credit derivative/securitisation models



  • London, Greater London, United Kingdom Deutsche Bank Full time

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


  • 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 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 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 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...


  • London, United Kingdom Jas Gujral Full time

    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...

  • Model Validation VP

    4 days ago


    London, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    4 days ago


    London, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    3 days ago


    London, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    3 days ago


    London, United Kingdom The FISER Group Full time

    Job DescriptionMy 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...

  • Model Validation VP

    4 hours ago


    London, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    4 days ago


    London Area, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    4 days ago


    London Area, United Kingdom The FISER Group Full time

    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...

  • Model Validation VP

    4 days ago


    London Area, United Kingdom The FISER Group Full time

    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...


  • 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, 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, 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...


  • London, United Kingdom eFinancialCareers Full time

    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...