Market Risk Model Development

4 weeks ago


London, United Kingdom eFinancialCareers Full time

**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**:

- The development of market risk bench marking models
- Ensuring that market risk models are properly reviewed and validated
- Advising senior management and stakeholders on regulatory changes and implementation
- Liaising with key stakeholders, trading, front office quantitative analysts and developers on model life cycles
- Provide oversight of the model validations to ensure they are fit for purpose

**The individual should have the following skills**:

- Strong relationship management with proven ability to establish and manage multiple stakeholder relationships across front and middle office
- Experienced in a model validation or model development role covering pricing, or risk modelling for derivatives
- A MSc or PhD in mathematics, physics, engineering or mathematical finance
- Proficiency in communicating regulations, policies and procedures in a clear and concise manner
- Expertise in Python and C++

If you are interested in this position, then please do not hesitate to apply.



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