Market & Counterparty Risk, Model Validation

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...

Credit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...

Job Description: Job Title Counterparty Risk Strat Location London Corporate Title Associate Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. Within GSA,...

Description: Perform independent validations of the market risk models, pricing models and stress methodologies The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit. Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and...

Primary Responsibilities: Conduct initial and ongoing validation of quantitative models. Develop, design, and prototype alternative models. Perform quantitative analysis and review of model frameworks, assumptions, data, and outcomes. Test numerical implementations of models and review associated documentation. Ensure compliance with governance...

Job Title: Counterparty Credit Risk AssociateOverview:A leading Investment Bank is seeking a skilled Counterparty Credit Risk Associate to join the function. The role involves managing counterparty risks for a diverse portfolio, including hedge funds, insurance companies, and agent lenders, and working across a range of banking products such as derivatives,...

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...

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...

Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to...

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 & Responsibilities Perform detailed and insightful credit analysis and form an opinion on the creditworthiness of Treasury counterparties and obligors, typically financial institutions or sovereigns. Perform detailed credit analysis and periodic reviews of counterparties, provide independent credit risk recommendations. Active participation in rating...

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...

Job Title: Market Risk AnalystLocation: London, Greater London, United KingdomKey Responsibilities & Accountabilities:Maintain and revise risk monitoring reports (market risk, credit risk, liquidity risk); proficiency in Visual Basic programming or Python required.Trade modelling and validation.Configure and model forward pricing curves.Design, conduct, and...

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...

We are working with a leading FX/CFD trading firm specializing in providing high-quality financial services to retail and HNW clients. As a fast-growing company, they are seeking a Credit Risk Manager with expertise in FX and CFD markets to join their dynamic risk management team. In this role, you will be responsible for managing and mitigating credit risk...

Prestigious International Bank based in the West End of London, are looking to recruit a Liquidity & Market Risk Analyst, to join their London team.The Liquidity & Market Risk Analyst, is responsible for assisting the Prudential Risk Manager and the Chief Risk Officer, acting in a second line of defence capacity, monitor and report the Bank’s exposures...

About UsBACB is a UK bank that offers trade finance and investment expertise to clients in specialist markets, especially Africa and the Middle EastWe have been helping businesses with trade finance and complementary products for over half a century, focusing on trade flows to and from Africa and the Middle East as well as real estate in the UK.Our in-depth...

This role will provide credit risk management for all financial institutions and sovereigns in EMEA. The responsibilities: - Counterparty/transaction approval in compliance with the risk appetite frameworks and global Credit policies - Monitoring counterparties’ exposure and relevant market trends - Review and approve counterparty credit risk exposure and...

What the Role Offers:Innovative Challenges: Work on the cutting edge of risk management, designing and enhancing tools for monitoring market, credit, and liquidity risks using advanced programming in Python or VBA.Technical Mastery: Gain hands-on experience with trade modeling, forward pricing curve development, and stress testing for a variety of risks...

An international bank are currently seeking a Risk Consultant to join their Market Risk and Modelling team based in London, on a temporary (8 week) basis. The successful candidate will support the Bank’s market risk management analytics and stress testing function, the management of model risk and associated governance. Additionally, the consultant will...