Market Risk Model Development

Estimated salary: $120,000 - $180,000 per year.This role offers an excellent opportunity to work with a global leader in risk assessment, leveraging your expertise in data analysis, statistical modeling, and machine learning to drive real-world impact. With a comprehensive understanding of cybercrime and its complexities, you will be able to craft effective...

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...

**Responsibilities**Risk & Modelling Developer** **We’re hiring!** Aon are currently recruiting a Risk & Modelling Developer to join our team. The Risk & Modelling Developer will be primarily responsible for delivering the pension scheme modelling software which enables us to provide the highest quality advice to our clients. **About Aon** Aon Plc is a...

Job Description Sheet **Job title** Market Risk Model Validation - SeniorAnalyst **Location** London **Experience** 7-10 years **Job Duties** We are looking for an experienced Market Risk model validation senior analyst with sound knowledge of domain understanding and experience in risk model validation & documentation. - Preparing for internal model...

**Responsibilities**: - Perform model oversight activities for Market Risk models (e.g. assessment of fit-for-purpose), primarily covering UK ICAAP and TWD - Contribute to the design of stress scenarios by identifying most relevant trading book risks and market risk modelling drivers - Coordinate and support quantitative analysis of periodic ICAAP/TWD...

Job OverviewWe are seeking a Financial Markets Risk Modeler to join our team at Quant Capital in London.The successful candidate will lead the development of complex pricing and risk models for our insurance exchange platform, leveraging stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms.The...

**Your role at a glance** We have a great opportunity for a part-qualified Actuary to join the Risk Modelling Team within our Retirement Division as a Market & Credit Risk Modelling Analyst. As a Market & Credit Risk Analyst you will support the design, implementation, maintenance and operation of both market and credit risk components of the Solvency II...

Risk Model Development SpecialistWe are looking for a highly skilled Risk Model Development Specialist to join our team. As a Risk Model Development Specialist, you will work closely with our model evaluation team to revise and challenge existing catastrophe models to deliver client views of risk that are more relevant to their business.This role involves...

The Emerald Group seeks a highly skilled Risk Modeller to join our team. This role involves developing solutions to current risk models to account for climate change.The successful candidate will work across the company to deliver climate analytics and help the business understand the impacts of climate change.They will engage with clients to deliver their...

Department Overview: The Integrated Risk Model Development department comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models, with state-of-the-art modelling methods, tooling, and data-processing technologies. The Risk Trading Quant team is a global international team of highly...

Looking for a Model Risk Manager to cover market risk, counterparty risk and valuation risk methodologies. **ESSENTIAL** - Exposure to internal capital modelling or review - Knowledge of Economic Scenario Generators - Exposure to market, counterparty, business risks - Previous Banking and Market Risk experience **Including**: - Market risk models like...

As a Senior Actuarial Business Analyst at The Emerald Group, you will play a key role in developing and implementing market risk management frameworks. This includes:Supporting the development of market risk management framework on SII and IFRS17 bases.Providing capital-related insight for ALM and hedging decision making.We are seeking an individual with...

Job OverviewWe are seeking an experienced Risk Model Development Specialist to join our team in Allied Irish Bank. As a key member of our Risk Analytics Department, you will be responsible for developing and implementing predictive models that support business decision-making and regulatory capital requirements.Your expertise will be critical in driving...

Job Title: Senior Actuarial AnalystEstimated Salary: £85,000 - £110,000 per annumAbout the Role:The Emerald Group is seeking a highly skilled Senior Actuarial Analyst to lead actuarial and statistical analysis related to market risk. This is a challenging opportunity for an experienced professional to develop and maintain market risk capital models and...

Job DescriptionAnson McCade is seeking a skilled Equity Market Risk Modeller to join its team. In this role, you will be responsible for designing and developing systematic stat arb trading strategies across global equity markets.Your primary focus will be on alpha generation, backtesting and implementation, as well as portfolio optimisation and the...

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...

**JOB DESCRIPTION** **Position Summary** Within Model Development, the Cyber Risk Modelling team is tasked to develop world-class risk models for cyber threats, thus providing comprehensive solutions to our Clients. The role presents a unique opportunity to work on novel modelling ideas and methods which can have a real impact in the development of cyber...

OverviewOur Risk Management Group is responsible for independent and objective review and challenge, oversight, monitoring, and reporting in relation to Macquarie's material risks. As a Counterparty Credit Modelling Expert, you will be part of this team and contribute to the development of risk models and methodologies.The estimated salary for this role is...

Looking for a Model Risk Manager to cover market risk, counterparty risk and valuation risk methodologies. Including: - Market risk models like VaR, IRC CRM metrics, and new market risk methodologies to comply with FRTB. - Counterparty risk models such as PFE, EEPE, SA-CCR and CVA Capital Charge measures for various OTC, listed derivatives, prime brokerage...

Performing detailed testing of market risk models and counterparty credit risk models - Contributing toward the continuous improvement in efficiency and effectiveness of the processes that you are involved in, including discussion of overall team strategy - Collaborating with other model stakeholders such as Front Office, Quantitative Analytics, Market Risk,...