Risk Model Validation Quantitative Specialist

2 days ago

London, Greater London, United Kingdom Jas Gujral Full time
Risk Model Validation Quantitative Specialist

We are seeking a highly skilled Model Validation Risk Quant to join our team at Jas Gujral. The ideal candidate will have at least 5 to 7 years of experience in IRB risk model validation.

The successful candidate will be responsible for conducting independent model validation and quantification of model risk, including necessary communication of key facts and issues identified through those activities.

Key responsibilities include:

  • Reporting of model risk to management
  • In-depth understanding of Credit Models, particularly PD, LGD, and EAD with associated assumptions, data requirements, and methodology approach knowledge
  • Familiarity with analytical packages such as R, MATLAB, and SAS
  • Fluent in English language and excellent verbal and written communication skills
  • Educated with an associated finance or mathematical discipline to a postgraduate standard
  • Professional qualifications such as CFA, PRMIA, etc.
  • Direct regulatory liaison/relationship with the Bank of England Prudential Regulation Authority (PRA) on all retail model submissions, regulatory developments, and capital impact assessments
  • Presentation of model risk papers for the risk oversight committees

We are looking for a highly motivated and experienced professional who can contribute to our team's success. If you are a skilled Model Validation Risk Quant looking for a new challenge, please submit your CV and daily rate for consideration.

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