Quantitative Model Risk Analyst
3 days ago
We are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.
Key Responsibilities- Validate pricing models for derivative products, including initial and periodic validation
- Design, model, and prototype challenger models to ensure accuracy and reliability
- Perform quantitative analysis and review of model frameworks, assumptions, data, and results
- Test numerical implementations and review documentation of models
- Ensure adherence to governance requirements and regulatory standards
- Document findings in validation reports, including recommendations for model improvements
- Track remediation of validation recommendations
- At least a first relevant experience in quantitative modelling (model development or validation) of pricing models
- Good background in Math and Probability theory - applied to finance
- Good knowledge of Data Science and Statistical inference techniques
- Good understanding of financial products
- Good programming level in Python or R or equivalent
- Good knowledge of simulation and numerical methods
- Awareness of latest technical developments in financial mathematics, pricing, and risk modelling
MUFG Bank, Ltd is a leading financial institution with a commitment to embracing diversity and building an inclusive culture. We value our colleagues and strive to create a work environment that is supportive, collaborative, and innovative. If you are a motivated and detail-oriented individual with a passion for quantitative analysis, we encourage you to apply for this exciting opportunity.
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Quantitative Model Risk Analyst
3 hours ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
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Quantitative Model Risk Analyst
6 hours ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
-
Quantitative Model Risk Analyst
3 days ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
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Quantitative Model Risk Analyst
7 days ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
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Quantitative Model Risk Analyst
8 hours ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
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Quantitative Model Risk Analyst
6 hours ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team at MUFG Bank, Ltd. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory requirements.Key...
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Quantitative Model Risk Analyst
7 days ago
London, Greater London, United Kingdom MUFG Securities EMEA plc Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...
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Quantitative Model Risk Analyst
7 days ago
London, Greater London, United Kingdom MUFG Securities EMEA plc Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...
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Quantitative Model Risk Analyst
2 weeks ago
London, Greater London, United Kingdom MUFG Securities EMEA plc Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...
-
Quantitative Model Risk Analyst
7 days ago
London, Greater London, United Kingdom MUFG Securities EMEA plc Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Enterprise Risk Management team in MUFG Securities EMEA plc. As a key member of our team, you will be responsible for independent model validation of derivative pricing methodologies, ensuring that our models are accurate, reliable, and compliant with regulatory...
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Quantitative Analyst
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Quantitative Analyst
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London, Greater London, United Kingdom Millar Associates Full timeQuantitative Analyst - Pricing Models & Risk Systems Company: Millar Associates This prominent global investment institution is seeking to recruit multiple Quantitative Analysts to enhance their Front Office division, focusing on FX and Equity Hybrids as well as Rates trading. Depending on your expertise, you may engage in the development and pricing...
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Quantitative Analyst
4 weeks ago
London, Greater London, United Kingdom Millar Associates Full timeQuantitative Analyst - Pricing Models & Risk Engine, VP Level Company: Millar Associates This prestigious global investment firm is seeking to recruit multiple Quantitative Analysts to enhance their Front Office operations focusing on FX and Equity Hybrids as well as Rates trading. Depending on your expertise, you may engage in the modelling and...
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Market Risk Models Quantitative Analyst
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Market Risk Models Quantitative Analyst
2 days ago
London, Greater London, United Kingdom Millar Associates Full timeMarket Risk Models Quantitative AnalystThis is an exciting opportunity for a skilled Quantitative Risk Modeling Specialist to join Millar Associates as a Financial Modeling Expert. We are seeking a highly motivated and experienced individual to work on the development and implementation of advanced market risk models.Key Responsibilities:Design and implement...
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Quantitative Risk Analyst
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London, Greater London, United Kingdom Mizuho International Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Model Risk Management team at Mizuho International. As a key member of our team, you will be responsible for producing independent and accurate model validation analysis and documentation.Key ResponsibilitiesSupport the Head of Model Risk Management in MR related...
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Quantitative Risk Analyst
5 days ago
London, Greater London, United Kingdom Mizuho International Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Model Risk Management team at Mizuho International. As a key member of our team, you will be responsible for producing independent and accurate model validation analysis and documentation.Key ResponsibilitiesSupport the Head of Model Risk Management in MR related...
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Quantitative Analyst
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London, Greater London, United Kingdom Fourier Ltd Full timeJob Title: XVA Quantitative AnalystAbout Fourier Ltd: Fourier Ltd is a leading investment manager that specializes in fixed income investments. We are committed to delivering exceptional returns to our clients while maintaining a strong focus on risk management.Job Summary: We are seeking an experienced quantitative analyst to join our team of fixed income...