Quantitative Model Risk Analyst

6 days ago

London, Greater London, United Kingdom MUFG Securities EMEA plc Full time
About the Role

We are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.

Key Responsibilities
  • Validate pricing models to ensure accuracy and reliability
  • Design, model, and prototype challenger models to test and improve existing models
  • Perform quantitative analysis and review of model frameworks, assumptions, data, and results
  • Test models' numerical implementations and review documentation
  • Ensure adherence to governance requirements and regulatory standards
  • Document findings in validation reports, including recommendations for model improvements
  • Track remediation of validation recommendations
Requirements

To be successful in this role, you will need:

  • A strong background in math and probability theory, applied to finance
  • Good knowledge of data science and statistical inference techniques
  • Good understanding of financial products and markets
  • Proficiency in programming languages such as Python or R
  • Good knowledge of simulation and numerical methods
  • Awareness of latest technical developments in financial mathematics, pricing, and risk modeling
What We Offer

We offer a competitive salary and benefits package, as well as opportunities for professional growth and development. If you are a motivated and detail-oriented individual with a passion for risk management and quantitative analysis, we encourage you to apply for this exciting opportunity.

  • Quantitative Model Risk Analyst

    3 days ago

    London, Greater London, United Kingdom MUFG Bank, Ltd Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...

  • Quantitative Model Risk Analyst

    6 days ago

    London, Greater London, United Kingdom MUFG Bank, Ltd Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...

  • Quantitative Model Risk Analyst

    6 days ago

    London, Greater London, United Kingdom MUFG Securities EMEA plc Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...

  • Quantitative Model Risk Analyst

    3 days ago

    London, Greater London, United Kingdom MUFG Bank, Ltd Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...

  • Quantitative Model Risk Analyst

    6 days ago

    London, Greater London, United Kingdom MUFG Bank, Ltd Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...

  • Quantitative Model Risk Analyst

    2 weeks ago

    London, Greater London, United Kingdom MUFG Securities EMEA plc Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...

  • Quantitative Model Risk Analyst

    6 days ago

    London, Greater London, United Kingdom MUFG Securities EMEA plc Full time

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...

  • Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst - Pricing Models & Risk Engine, VP Level Company: Millar Associates This prestigious global investment firm is seeking to recruit multiple Quantitative Analysts to enhance their Front Office operations focusing on FX and Equity Hybrid products as well as Rates trading. Depending on your expertise, you may engage in the modeling...

  • Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst - Pricing Models & Risk Engine, VP Level Company: Millar Associates This prestigious global investment firm is seeking to recruit multiple Quantitative Analysts to enhance their Front Office operations focusing on FX and Equity Hybrids as well as Rates trading. Depending on your expertise, you may engage in the modelling and...

  • Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst - Pricing Models & Risk Systems Company: Millar Associates This prominent global investment institution is seeking to recruit multiple Quantitative Analysts to enhance their Front Office division, focusing on FX and Equity Hybrids as well as Rates trading. Depending on your expertise, you may engage in the development and pricing...

  • Market Risk Models Quantitative Analyst

    2 days ago

    London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quantitative AnalystThis is an exciting opportunity for a skilled Quantitative Risk Modeling Specialist to join Millar Associates as a Financial Modeling Expert. We are seeking a highly motivated and experienced individual to work on the development and implementation of advanced market risk models.Key Responsibilities:Design and implement...

  • Market Risk Models Quantitative Analyst

    2 days ago

    London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quantitative AnalystThis is an exciting opportunity for a skilled Quantitative Risk Modeling Specialist to join Millar Associates as a Financial Modeling Expert. We are seeking a highly motivated and experienced individual to work on the development and implementation of advanced market risk models.Key Responsibilities:Design and implement...

  • Quantitative Risk Analyst

    4 days ago

    London, Greater London, United Kingdom Mizuho International Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Model Risk Management team at Mizuho International. As a key member of our team, you will be responsible for producing independent and accurate model validation analysis and documentation.Key ResponsibilitiesSupport the Head of Model Risk Management in MR related...

  • Quantitative Risk Analyst

    4 days ago

    London, Greater London, United Kingdom Mizuho International Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Model Risk Management team at Mizuho International. As a key member of our team, you will be responsible for producing independent and accurate model validation analysis and documentation.Key ResponsibilitiesSupport the Head of Model Risk Management in MR related...

  • Quantitative Analyst

    6 days ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Job Title: XVA Quantitative AnalystAbout Fourier Ltd: Fourier Ltd is a leading investment manager that specializes in fixed income investments. We are committed to delivering exceptional returns to our clients while maintaining a strong focus on risk management.Job Summary: We are seeking an experienced quantitative analyst to join our team of fixed income...

  • Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Job Title: XVA Quantitative AnalystAbout Fourier Ltd: Fourier Ltd is a leading investment manager that specializes in fixed income investments. We are committed to delivering exceptional returns to our clients while maintaining a strong focus on risk management.Job Summary: We are seeking an experienced quantitative analyst to join our team of fixed income...

  • Senior Quantitative Analyst

    3 days ago

    London, Greater London, United Kingdom ETRA Talent Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Analyst to join our Credit Risk Modeling team at ETRA Talent. As a key member of our team, you will be responsible for developing and maintaining statistical credit risk models that are integral to our global operations.Key ResponsibilitiesDeliver components of quantitative credit risk model...

  • Senior Quantitative Analyst

    3 days ago

    London, Greater London, United Kingdom ETRA Talent Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Analyst to join our Credit Risk Modeling team at ETRA Talent. As a key member of our team, you will be responsible for developing and maintaining statistical credit risk models that are integral to our global operations.Key ResponsibilitiesDeliver components of quantitative credit risk model...

  • Quantitative Risk Analyst

    7 days ago

    London, Greater London, United Kingdom Cititec Talent Full time

    Job Title: Senior Quantitative Risk Analyst/DeveloperCompany Overview: Cititec Talent is seeking a highly skilled Senior Quantitative Risk Analyst/Developer to join our team. Our client is a global leader in the energy and commodities markets, providing innovative solutions to help clients navigate complex markets and maximize revenues while minimizing...

  • Quantitative Risk Analyst

    4 days ago

    London, Greater London, United Kingdom Cititec Talent Full time

    Job Title: Senior Quantitative Risk Analyst/DeveloperCompany Overview: Cititec Talent is seeking a highly skilled Senior Quantitative Risk Analyst/Developer to join our team. Our client is a global leader in the energy and commodities markets, providing innovative solutions to help clients navigate complex markets and maximize revenues while minimizing...