Quantitative Risk Model Validator

At MUFG Bank, Ltd, we're looking for a skilled Quantitative Risk Model Validator to join our team. This is a full-time role based in London.Job Description:The successful candidate will be responsible for the independent validation of derivative pricing methodologies, both initial and periodic, across all asset classes and model types. This includes...

About MUFG Bank, LtdMUFG Bank, Ltd is a leading financial institution with a global presence.Job Summary:We are seeking an experienced Quantitative Risk Model Validator to join our team in London.About the Role:This role involves validating derivative pricing methodologies across all asset classes and model types.The ideal candidate will have a strong...

Job DescriptionWe are seeking a skilled Model Risk Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across all asset classes and model types.The successful candidate will have extensive experience in quantitative modelling (model development or validation) in one...

Job DescriptionThis role focuses on ensuring the accuracy and reliability of quantitative models used in financial decision-making. As a Model Risk Validator, you will be responsible for validating these models, identifying areas for improvement, and implementing alternative models to ensure they meet regulatory requirements and industry best practices.Key...

At Selby Jennings, we are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team. This role is an excellent opportunity for someone looking to work on complex quantitative models and ensure their accuracy and reliability.The estimated salary for this position is $120,000 per year.Job Description:In this role, you will be...

Alexander Ash Consulting, a leading global recruitment firm in the UK, is seeking a Quantitative Model Validator for a prestigious investment bank. In this role, you will collaborate with a dedicated team responsible for validating pricing models used by the trading desk across various asset classes.Your Key Responsibilities:Review and analyze mathematical...

Salary: $120,000 - $180,000 per yearJob DescriptionBruin is seeking a highly skilled Risk Model Validator to join their Model Risk Management team. As a key member of the team, you will play a vital role in overseeing the governance and validation of models used across the organisation for risk measurement and decision-making.The successful candidate will...

Top-Tier Global Investment Bank seeks a talented Quantitative Risk Modelling Lead to join its esteemed Risk Engineering team. As a senior-level expert, you will lead the development and implementation of cutting-edge risk models, ensuring alignment with regulatory requirements such as FRTB, SIMM, and VaR.This is an exceptional opportunity for a seasoned...

Job DescriptionThe Role:Bruin's Market & Counterparty Risk, Model Validation position offers an exciting opportunity to contribute meaningfully to a dynamic organisation that values its people and fosters sustainable growth.In this role, you'll conduct detailed assessments of models across all asset classes, ensuring they meet regulatory expectations and...

Role Overview">Catastrophe modelling is a vital aspect of the (re)insurance industry, enabling insurers and reinsurers to evaluate and manage natural and human-made catastrophe risk.We are seeking talented graduates with a strong quantitative background to join our Catastrophe Modelling team as Quantitative Risk Modellers.As a Quantitative Risk Modeller, you...

Position: We are seeking a highly skilled Quantitative Risk Modeling Specialist to join our team at X4 Technology.Key Responsibilities:Develop and implement quantitative models for market, credit, and liquidity risk.Build and maintain risk management systems, including tools for portfolio risk analysis, stress testing, and scenario analysis.Collaborate with...

Job OverviewWe are seeking a highly skilled quantitative specialist to join our risk analytics group at LevelUP HCS.The successful candidate will be responsible for developing and managing advanced analytics for counterparty credit risk models across the full life-cycle of models, from methodology to design to local implementation and validation.The ideal...

We are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across various asset classes and model types.The estimated salary for this position is $130,000 per year.Job Overview:As a VP - Quantitative...

Job OpportunityWe are seeking a highly skilled Credit Risk Model Validation Specialist to join our team at InterQuest Solutions. This is an exceptional opportunity for someone with a strong background in credit risk modelling and validation to work on diverse and challenging projects.About the RoleThis role will involve validating and reviewing IFRS9 credit...

Fourier Ltd, a leading player in the oil and gas industry, is seeking an experienced quantitative modeller to build out their model validation desk. This exciting opportunity requires 3-5 years of experience in model validation, with expertise in validating models used to price derivatives.You will be joining a team of seasoned quants and working under the...

Job Title: Quantitative Risk SpecialistWe are seeking a highly skilled Quantitative Risk Specialist to join our Model Risk Management team. As a key member of this team, you will be responsible for conducting independent reviews and validations of quantitative models, developing and implementing challenger models, and producing detailed validation...

About the RoleWe are seeking an experienced Wholesale Credit Risk Validator to join our team at Danos Group. The ideal candidate will have a strong background in credit risk modeling and advanced coding skills.Key Responsibilities:Validating wholesale credit risk models, including PD, LGD, and EAD models.Developing challenger models and leading improvements...

Job SummaryThe Quantitative Asset Risk Modeller will work in a dynamic environment, primarily on model development activities within the Credit business for asset-backed and mortgaged-backed securities pricing models. This role involves delivering high-quality models for risk management and ensuring compliance with relevant policies and standards.Awareness...

Job OverviewWe are seeking an experienced individual to join Hamlyn Williams' Model Risk Management team as a Director. This role offers a robust professional development framework and the opportunity to work in a highly supportive, inclusive work environment.The MRM function is structured globally, led by the Chief Model Risk Officer, and is dedicated to...

Job DescriptionAt Quant Capital, we are seeking a skilled Lead Quantitative Modeller to join our team in Central London. This role will involve working on complex risk management models for the Clearing Business.The successful candidate will have experience in a comparable quantitative modelling or analytics role and hold an MSc in Physics, Mathematics,...