Pricing Model Validation Sme

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...

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...

Pricing Model ValidatorThe Pricing Model Validator at Deutsche Bank in London plays a critical role in ensuring the accuracy and reliability of pricing models used in production by the Investment Banking trading desk. The ideal candidate will have strong analytical and problem-solving skills, as well as the ability to communicate effectively with...

A global investment bank is seeking a skilled Quantitative Analysis Expert to join their model validation team. As a Model Validation VP, you will be responsible for validating pricing models used by the trading desk, ensuring they are accurate and compliant with regulatory requirements.The successful candidate will have a strong mathematical background,...

As a Barclays SPG Pricing Model-Delegate - Validation, you will sit within a highly quantitative team covering the valuation models used for Present Value and risk sensitivities for trading book derivatives. You will cover all asset-classes of derivativesand securities. The role is initially in the securitized products asset-class. You will document and...

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 backgroundin 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...

** WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokersand Insurance Companies) with expertise in several projects such as Financial...

**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...

Fourier Ltd invites applications for a Commodities Business Risk and Pricing Models Validator. As a key member of our team, you will play a vital role in ensuring the accuracy and reliability of our front office risk and pricing models.In this challenging yet rewarding position, you will work closely with an experienced team of Quants, led by an exceptional...

Job Description: As a Model Validation Expert - End of Day Pricing, you will play a critical role in ensuring the integrity and accuracy of pricing models used by our Investment Banking trading desk.Responsibilities:Validate pricing models to ensure they meet regulatory requirements and accurately reflect market conditionsCollaborate with cross-functional...

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...

Description: Perform independent validations of the market risk models, pricing models and stress methodologies The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit. Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and...

As a model validation specialist at Fourier Ltd, you will play a critical role in ensuring the integrity of front office risk and pricing models for the commodities business. This position requires 3-5 years of experience in model validation, with a focus on validating models used to price derivatives.The ideal candidate will have a strong understanding of...

AVP Model Validation – Market Risk, Pricing Models, Stress TestingMy client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA model risk management team. You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office...

The Emerald Group seeks a skilled Pricing Model Developer to support the Head of Corporate and Pricing within the Actuarial Team. This role is responsible for delivering high-quality deal level case pricing for the Casualty Treaty division.Salary: £80,000 - £100,000 per annum (depending on experience)About the RoleThis Casualty Actuary Specialist position...

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...

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...

**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...

About Eames Consulting">We are a leading recruitment agency in the UK, specialising in General Insurance Pricing roles.">Our Latest Opportunities">We have 10 exciting roles available in the SME Retail space, ranging from Actuarial Analyst to Head of Predictive Modelling and Analytics.">Key Responsibilities:">Lead pricing teams to achieve business...