Associate Credit

3 weeks ago


London, United Kingdom eFinancialCareers Full time

**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 frameworks
- Work with stakeholders across business to ensure that counterparty risk models are properly reviewed and validated
- Display exemplary conduct and live by the Group's Values and Code of Conduct

**Job Requirements**:

- Some experience in either a model validation or model development role covering pricing, or risk modelling for derivatives a plus
- Knowledge and some practical experience of coding, ideally including C++ but other languages would be consider
- Strong writing skills with ability to present conclusions and recommendations from technical projects to a less technical audience

**Key Stakeholders**:

- Head of XVA Trading
- Head of CCR Risk Management
- Head of Prime Brokerage
- Heads of relevant model development teams.



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