Current jobs related to Quantitative Model Risk Analyst - London, Greater London - MUFG Bank, Ltd


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

    Job Title: Assistant Vice President, Model Risk Quantitative AnalystAt MUFG Bank, Ltd, we are seeking a highly skilled and experienced Assistant Vice President, Model Risk Quantitative Analyst to join our Enterprise Risk Management team.About the RoleThis is a critical role that requires a strong background in quantitative modeling, financial mathematics,...


  • London, Greater London, United Kingdom Fourier Ltd Full time

    Quantitative Analyst Opportunity at Fourier LtdWe are seeking an experienced quantitative analyst to join our team of Fixed Income Quants at Fourier Ltd. The successful candidate will be responsible for reviewing and improving current risk and pricing models, with a focus on test-driven approaches and complex quantitative problem-solving.Key qualifications...


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

    Join Our Team as a Quantitative Model Risk AnalystWe are seeking a highly skilled Quantitative Model Risk Analyst to join our team at MUFG Bank, Ltd. As a key member of our Enterprise Risk Management (ERM) department, you will be responsible for ensuring the accuracy and reliability of our derivative pricing models.Main Responsibilities:Validate derivative...


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

    Join Our Team as a Quantitative Model Risk AnalystWe are seeking a highly skilled Quantitative Model Risk Analyst to join our team at MUFG Bank, Ltd. As a key member of our Enterprise Risk Management (ERM) department, you will be responsible for ensuring the accuracy and reliability of our derivative pricing models.Main Responsibilities:Validate derivative...


  • London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quant RoleThis is an exciting opportunity for a skilled Quantitative Risk Analyst to join Millar Associates' Front Office Group in London. As a Market Risk Models Quant, you will be responsible for optimising our Front Office VAR models and working closely with the Front Office Quant group to provide modelling support for Interest Rate Vol...


  • London, Greater London, United Kingdom Fourier Ltd Full time

    Quantitative Analyst Opportunity at Fourier LtdWe are seeking an experienced Quantitative Analyst to join our team at Fourier Ltd, a leading investment manager. The successful candidate will be responsible for reviewing and improving current risk and pricing models, with a focus on Fixed Income Quants.The ideal candidate will have a strong background in...


  • London, Greater London, United Kingdom Fourier Ltd Full time

    Quantitative Analyst Opportunity at Fourier LtdWe are seeking an experienced Quantitative Analyst to join our team at Fourier Ltd, a leading investment manager. The successful candidate will be responsible for reviewing and improving current risk and pricing models, with a focus on Fixed Income Quants.The ideal candidate will have a strong background in...


  • London, Greater London, United Kingdom Fitch Group, Inc. Full time

    Join Our Team as a Quantitative AnalystWe are seeking a highly skilled quantitative analyst to join our team at Fitch Ratings in London. As a quantitative analyst, you will play a key role in developing and maintaining our credit risk models, working closely with our model development team.Key Responsibilities:Develop and maintain our credit risk models,...


  • London, Greater London, United Kingdom Fitch Group, Inc. Full time

    Join Our Team as a Quantitative AnalystWe are seeking a highly skilled quantitative analyst to join our team at Fitch Ratings in London. As a quantitative analyst, you will play a key role in developing and maintaining our credit risk models, working closely with our model development team.Key Responsibilities:Develop and maintain our credit risk models,...


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

    Be part of a dynamic team and contribute to the development of cutting-edge risk management solutions.MUFG Bank, Ltd is seeking a highly skilled Quantitative Model Risk Analyst to join its Enterprise Risk Management (ERM) department. As a key member of the team, you will be responsible for the independent validation of derivative pricing models, ensuring...


  • London, Greater London, United Kingdom Robert Walters Full time

    Robert Walters is seeking a highly skilled Assistant Vice President, Model Risk Quantitative Analyst to join their team.This role provides the opportunity to enhance your skills, utilise advanced technologies, and take charge of your career.Key Responsibilities:Perform initial and periodic validation of pricing modelsDesign, model and prototype challenger...


  • London, Greater London, United Kingdom Robert Walters Full time

    Robert Walters is seeking a skilled Quantitative Model Risk Analyst to join their team. As an Assistant Vice President, you will play a crucial role in the independent validation of derivative pricing methodologies.This role offers the opportunity to enhance your skills, utilize advanced technologies, and take charge of your career.Key responsibilities...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Fourier Ltd Full time

    Fourier Ltd is seeking a highly skilled Quantitative Analyst to enhance their Fixed Income team. The ideal candidate will have a strong background in quantitative modelling and experience with risk and pricing models.Key responsibilities include reviewing and improving current risk and pricing models, as well as implementing models in production using...


  • London, Greater London, United Kingdom Millar Associates Full time

    Market Risk Models Quant RoleThis is an exciting opportunity for a skilled Quantitative Risk Analyst to join Millar Associates in London. As a Market Risk Models Quant, you will be responsible for providing modelling support for Interest Rate Vol, Curves, Swaptions and VAR methodologies. You will work closely with the Front Office Quant group to develop and...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Robert Walters Full time

    Job Title: Quantitative Analyst - Model Risk ManagementOur client is seeking a highly skilled Quantitative Analyst to join their team in London. As a key member of the Risk Management department, you will be responsible for developing and implementing model risk management frameworks across entities and countries.Key Responsibilities:Develop and implement...


  • London, Greater London, United Kingdom Robert Walters Full time

    Assistant Vice President, Model Risk Quantitative AnalystRobert Walters Operations Limited is seeking a highly skilled and knowledgeable Assistant Vice President, Model Risk Quantitative Analyst to join their team.Key Responsibilities:Perform initial and periodic validation of pricing models to ensure accuracy and adherence to governance requirements.Design,...

  • Quantitative Analyst

    3 weeks ago


    London, Greater London, United Kingdom Millar Associates Full time

    Millar Associates Seeks Quantitative Analyst for Pricing Models and Risk EngineThis is an exciting opportunity for a skilled Quantitative Analyst to join Millar Associates' Front Office team, supporting FX & Equity Hybrids and Rates trading. Depending on your skills, you will be involved in modelling and pricing of derivatives and tools (Equity/FX) or...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Selby Jennings Full time

    Job Summary:We are seeking a highly skilled Quantitative Analyst to join our team at Selby Jennings. As a Commodity Quant Analyst, you will be responsible for developing and implementing quantitative models for pricing, risk management, and trading strategies in the commodities markets.Key Responsibilities:Design and implement quantitative models for...

  • Quantitative Analyst

    2 weeks ago


    London, Greater London, United Kingdom Millar Associates Full time

    Quantitative Analyst Position - Millar AssociatesThis role seeks a skilled Quantitative Analyst to join the Front Office team at Millar Associates, supporting FX and Equity Hybrids and Rates trading. The ideal candidate will have expertise in modelling and pricing of derivatives, as well as risk metrics and systems. Key areas of focus include:Implementing...


  • London, Greater London, United Kingdom Cititec Talent Full time

    Quantitative Risk AnalystCititec Talent is seeking a skilled Quantitative Risk Analyst to join our team. As a Quantitative Risk Analyst, you will play a critical role in the development, implementation, and continuous improvement of our risk management systems, with a particular focus on Value-at-Risk (VaR) engines.Key Responsibilities:Develop and enhance...

Quantitative Model Risk Analyst

2 months ago


London, Greater London, United Kingdom MUFG Bank, Ltd Full time
Enterprise Risk Management Role

MUFG Bank, Ltd is seeking a skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team. As a key member of our team, you will be responsible for validating derivative pricing methodologies and ensuring compliance with regulatory requirements and industry best practices.

Main Responsibilities
  • Validate pricing models for derivative products across all asset classes
  • Design and implement challenger models to ensure accuracy and reliability
  • Conduct quantitative analysis and review of model frameworks, assumptions, and results
  • Test numerical implementations and review documentation
  • Ensure adherence to governance requirements and regulatory standards
Requirements
  • Postgraduate degree in a quantitative discipline (e.g., statistics, mathematics, mathematical finance, econometrics)
  • At least 1 year of experience in quantitative modeling or model validation
  • Strong problem-solving skills, numerical skills, and attention to detail
  • Excellent written and oral communication skills
About MUFG Bank, Ltd

MUFG Bank, Ltd is a leading financial institution committed to embracing diversity and building an inclusive culture. We value our employees and strive to create a work environment that fosters growth, innovation, and collaboration.

We are an equal opportunities employer and welcome applications from diverse candidates. If you are a motivated and detail-oriented individual with a passion for quantitative modeling, we encourage you to apply for this exciting opportunity.