Model Validation

Alexander Ash is hiring on behalf of a leading global investment bank in the UK for a Model Validation Specialist (Quantitative Analyst) role. In this position, you will join a dedicated team responsible for validating pricing models used by the investment banking trading desk across all asset classes. In addition, the team is responsible for validating...

About usVida Bank provides competitive savings products through Vida Savings and specialist mortgage solutions through Vida Homeloans.Our mortgage business supports Buy to Let (BTL) and residential borrowers (ROO) who find themselves underserved elsewhere. Our mortgage customers range from Buy to Let investors, to the self-employed and customers with...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge...

This role requires a deep understanding of financial modelling, risk management, and regulatory requirements. The successful candidate will ensure the accuracy, robustness, and compliance of our models, contributing to the overall risk management framework of the company.Key Responsibilities:Lead the validation of VAR models and pricing models, ensuring they...

About the Company - We are seeking a dynamic and experienced Vice President of Model Validation to lead our model validation team. The VP will oversee the validation process of all quantitative models, manage model risk, and provide strategic direction to enhance our model governance framework. If interested in this position, please apply or email an updated...

Job Description: Job Title Model Validation Specialist Location London Corporate Title Vice President Model Risk Management (End of Day Pricing Model Validation). The team is responsible for the Validation of Pricing models used in production by the Investment Banking trading desk. It covers all asset classes. In addition, the team is responsible for...

This is your chance to join one of the world’s leading financial institutions, recognised for its long-standing reputation for excellence, innovation, and a commitment to building lasting relationships. This role offers an exciting opportunity to contribute meaningfully to a dynamic organisation that values its people and fosters sustainable growth.Our...

About the RoleWe're currently recruiting for a global bank that is growing it's Model Validation team and looking for experienced credit risk professionals, with a strong IRB background. You should have advanced coding skills and experience working across the full suite of wholesale models - PD, LGD & EAD. You should have good communication skills...

Location: [London]Job Type: [Contract] Job Summary:We are seeking a highly skilled Quantitative Model Developer to join our risk management team. The role focuses on developing, validating, and enhancing Internal Ratings-Based (IRB) and credit risk models to meet regulatory and business requirements. The successful candidate will leverage expertise in...

Principal Accountabilities and Responsibilities Undertake model validation activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative...

We have an opportunity for a VP of Model Risk Validation on a permanent basis. The position will be based in London. For further information about this position please apply.

Senior Data Scientist (Marketing Mix Modelling)6 Months – Extensions AvailableLondon (Hybrid)£640p/d Max via UmbrellaRole Brief:Senior Data scientist required to work with the Data Science team to drive Marketing Effectiveness using Marketing Mix Modelling, Multi-Touch Attribution, and other models.Responsibilities:Oversee and be responsible for data...

Programme Manager – Model Risk ManagementLondon/Hybrid12-month contractUp to £963.24 p/d Umbrella If you’re looking for a career that will help you stand out, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, offers opportunities, support and rewards that will take you...

Addionics is a rapidly growing company focused on the creation and development of next-generation battery technology through innovative breakthrough methods. Addionics overcomes challenges in existing battery technology to result in significantly improved batteries with greater capacity, faster charging, and other performance characteristics. Addionics'...

Data Analyst – Credit Risk Models - LGD (Python, wholesale) – Banking - LondonDay rate: £600 - £800 (Paye)Duration: 6 monthsStart: ASAPMy client is looking for a contract Credit Risk Modeler. You are required to be part of a team responsible for data analysis, data process design, quality management and remediation of data used in credit risk model...

Our Actuarial teams play a key role in helping us deliver on our strategy. Whether your focus is pricing, reserving, modelling or another area we believe in allowing our colleagues to work in a way that suits them. Giving them the time and freedom to keep our customers at the heart of every decision.We dont have shareholders at Bupa, which means were free to...

Our Team: The Global Securitized Products Data Team is responsible for researching and supporting a $12 trillion global securitized product market. The securitized product market uses financial engineering to transform a variety of assets (residential and commercial mortgages, auto and equipment leases, managed corporate loan portfolios, credit card debt,...

Quantitative Risk ManagerResponsibilitiesValidate and review pricing and risk models for commodities using Python and C++.Re-calibrate derivative pricing models to align with regulatory requirements, including ISDA initial margin standards.Enhance model validation processes by implementing performance optimisations, such as multiprocessing, to reduce run...

Senior Catastrophe Risk Analyst (Cyber) opportunity working with a leading specialist reinsurance group. Reporting into the Group Head of Exposure Management, you will play a crucial role in analysing, modelling, and mitigating cyber risk exposures.Key Responsibilities:Support the Catastrophe Risk Manager in the ongoing development of Cyber catastrophe risk...