Senior Quantitative Model Validator

5 days ago

London, Greater London, United Kingdom MUFG Full time

About the Role

MUFG is seeking a highly skilled and experienced Senior Quantitative Model Validator to join our Enterprise Risk Management team in EMEA. As a key member of our Model Risk Management team, you will be responsible for ensuring the accuracy and reliability of our risk models, which are used to inform business decisions and manage risk across the organization.

Key Responsibilities

  • Validate quantitative models used by MUFG in EMEA, including risk models, credit models, and market models
  • Design and implement challenger models to test the robustness of our existing models
  • Conduct quantitative analysis and review of model frameworks, assumptions, data, and results
  • Test models' numerical implementations and review documentation
  • Ensure models are validated in line with regulatory requirements and industry best practice
  • Document findings in validation reports and provide recommendations for model improvements
  • Track remediation of validation recommendations
  • Prepare model risk reporting for Model Oversight Committee and Board

About MUFG

MUFG is one of the world's leading financial groups, with a history dating back over 350 years. We have a global network of over 2,300 offices in more than 50 countries, and a team of over 150,000 employees. Our commitment to diversity and inclusion is at the heart of everything we do, and we strive to create a culture that is fair, transparent, and honest.

What We Offer

  • A competitive salary and benefits package
  • The opportunity to work with a global leader in the financial industry
  • A dynamic and inclusive work environment
  • The chance to develop your skills and expertise in a fast-paced and challenging role

Requirements

  • Strong technical skills in quantitative modeling and risk management
  • Experience in model validation and governance
  • Excellent analytical and problem-solving skills
  • Strong communication and interpersonal skills
  • Ability to work independently and as part of a team

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