Quantitative Risk Model Validator

About the RoleWe are seeking a highly skilled Quantitative Risk Model Validator to join our team at Investigo.As a Quantitative Risk Model Validator, you will be responsible for performing independent validations of market risk models, pricing models, and stress methodologies. You will work closely with our CROs, Heads of Market and Credit Risk, regulators,...

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...

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...

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...

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...

MUFG Bank, Ltd seeks a highly skilled Quantitative Model Validation Specialist to join its Enterprise Risk Management team in London.This role is responsible for the independent validation of pricing models used by the bank across various asset classes and model types, ensuring compliance with regulatory requirements and industry best practices.The...

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...

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 prominent player in the oil and gas industry, seeks an experienced Quantitative Model Validator to join their team.The ideal candidate will have 3-5 years of experience in model validation, particularly with front office risk and pricing models for commodities businesses. They will be working closely with experienced Quants and will be...

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 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...

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 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,...

About the RoleWe are seeking a highly skilled Quant Modeling Counterparty Credit Risk Vice to join our MRGR Credit Portfolio team. As a Quant Modeling Counterparty Credit Risk Vice, you will lead the development and expansion of benchmarking library and related tools to enhance the model validation team's ability to carry out independent testing activities...

About the RoleAs a Global Model Validation Specialist at Danos Group, you will play a crucial role in reviewing and validating wholesale credit risk models. This is an exciting opportunity to join our team of experienced professionals who are passionate about ensuring the integrity of our credit risk assessment processes.Key ResponsibilitiesValidating credit...

Unlock New Opportunities with MUFGMUFG is a leading financial group seeking a skilled Independent Model Validator to join its team.This role is responsible for validating quantitative methodologies across all asset classes and model types, ensuring compliance with regulatory requirements and industry best practices.Key Responsibilities:Initial and periodic...

The JM Longbridge Group is a Global Financial Services Firm that is hiring a skilled Quantitative Risk Modeler to join our team in London. This permanent role offers a hybrid work arrangement.We are looking for an experienced developer who can design and develop quantitative models and algorithms for trade surveillance systems to detect market abuse and...