Model Validation Quantitative Analyst

RoleJefferies is looking for an Associate Quantitative Analyst to join our Model Validation function.Key ResponsibilitiesPerform independent validation and approval of models, including raising and managing model validation findingsConduct annual review and revalidation of existing modelsProvide effective challenge to model assumptions, mathematical...

Join us as a Pricing Model Validation Quantitative AnalystIn this key role, you'll review and independently validate assigned models, with a focus on pricing models, in accordance with the bank's model risk policy and risk appetiteYou'll apply your expertise in advanced quantitative modelling techniques, gained through business experience or applied academic...

A leading financial services firm in London is seeking a Vice President Quantitative Analyst for their Model Validation function. The role involves independent validation of models, assessing model risk, and contributing to automation initiatives. Candidates should possess a Master’s or PhD in a quantitative field, as well as strong Python coding and...

Role Jefferies is looking for an Assistant Vice President Quantitative Analyst to join our Model Validation function. Key Responsibilities Perform independent validation and approval of models, including raising and managing model validation findings Conduct annual review and revalidation of existing models Provide effective challenge to model assumptions,...

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...

Job DescriptionTeamThe primary mandate of Model Validation Team is to manage risk that arises from models used in the firm throughout its range of businesses, including models used for derivatives valuation, market and credit risk management, liquidity, and capital computations. The team is responsible for independently reviewing models for validity,...

My client is looking for an experienced Senior Quantitative Analyst to join their Banking team on a contracting basis. This role is ideal for someone with a strong background in Pricing Model Validation and Interest Rates and coding in either C++ and/orPython. If you are looking for an exciting opportunity to use your skills and knowledge to make a...

Responsibilities: - Validation of FRTB IMA models - Quantitative analysis and review of model frameworks, assumptions, data, and results - Designing, modelling and prototyping challenger models when required - Testing models numerical implementations and reviewing documentations - Checking the adherence to governance requirements - Documentation of findings...

**Senior Model Validation Analyst** **London** **£65,000** Our client, a growing challenger bank is looking for a Quantitative Senior Credit Risk Analyst responsible for Model Validation to monitor and validate IRB, IFRS9 models, Scorecards and Stress Testing models. The set up of the team will offer you exposureto senior-level management and as such...

**Responsibilities**: - Review new pricing codes, covering consistency checks, the verification of PnL explanations and validating the numerical methods used. - Perform independent validation and approval of models, including raising and managing model validation findings - Responsible for the validations for the asset-classes. - Validate the pre-existing...