Market Risk Model Validation Quant

Job Description Sheet **Job title** Market Risk Model Validation - SeniorAnalyst **Location** London **Experience** 7-10 years **Job Duties** We are looking for an experienced Market Risk model validation senior analyst with sound knowledge of domain understanding and experience in risk model validation & documentation. - Preparing for internal model...

Seeking a **Quantitative Analyst** to join the **Model Validation** team within a leading global investment bank based in London. To manage risk that arises from models used for derivatives valuation to models used for risk management, liquidity & capital computations. Assessing the risk associated with model considering pricing exotic options or in...

A global financial leader is seeking a Quant Model Risk Associate in Greater London to review market risk models and ensure their appropriate usage. The role requires an advanced degree in a relevant field and strong analytical skills, particularly in financial mathematics and programming. Collaborate with model developers to document findings and enhance...

Join one of Europe's leading energy trading firms – a business that combines the scale of a global utility with the pace and innovation of a trading house.You'll sit within a specialist Model Validation team, working across energy and commodity products to assess and enhance the models that drive trading, pricing, and risk decisions.The role offers genuine...

** Experience: Evaluation models/ risk development Understanding of Prudent valuation regulations Derivatives valuation models Python coding 2-6 years experience FRTB Understanding of financial markets Review of implementation, with benchmarking against approved models and/or independent re-implementation Counterparty risk - bonus Model Risk analysis:...

**Market Risk Quant** A leading Investment Bank has an immediate requirement for Quantitative Analysts to join their Market Risk Analytics team. You will hold strong academics in a Mathematical, Statistical or Engineering discipline. This is a London based role with 2/3 days per week in the office. **Skills**: - Market risk - VAR - SVAR - IRC -...

DescriptionDo you want to join the team which makes a difference in a bank Financial institutions routinely use models for a broad range of activities including credit underwriting valuing financial instruments measuring and managing risk assessing the adequacy of reserves and capital resources and many other applications. Model Risk arises from the...

Some key points for this role - You won't be responsible for validating models - But will need to have awareness of model risk and how validation is done - This is not a pure quant role but you will be someone with awareness of model risk and able to lead projects in the space - Consulting background is desirable but not a prerequisite - must be willing to...

This position will support Model Risk Management for commodity pricing derivative models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background instochastic calculus, probability theory & numerical methods and good Python programming skills will be a...

Assistant Manager, Model Validation Quant Salary: £63,711 - £70,790 Location: London Hours: Full-time Working pattern: Hybrid – at least two days per week (40% of time) at one of our office sites. About this Opportunity An excellent opportunity has arisen for a highly motivated applicant to join the Model Risk Office at Lloyds Banking Group. This is an...