VP - Model Risk Validation

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...

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...

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...

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...

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...

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...

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.

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.

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...

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...

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...

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...

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...

Paritas Recruitment - Risk London, United KingdomPosted 16 minutes ago Permanent £80k - £110k - K- Posted by - Keith Jones- Manager - Risk Management & Quantitative AnalyticsFollow - Model Validation Quant in a dynamic and expanding team based in the City. Risk Trading Quant - Model Validation A leading European Bank is currently recruiting for Model...

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...

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...

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...

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...

London Ref: MRQ-1007 Up to £250k Total Comp Leading Global Investment Bank This global investment bank seeks to hire a VP level Quant Analyst to focus on optimisation of FRTB, SIMM and VaR and implementing quantitative solutions. As part of their Risk Engineering team, you will work closely with the Front Office Quants to provide modelling support for...

Market Risk Models Quant, (VP, Snr VP), London London Ref: MRQ-1007 Up to £250k Total Comp Leading Global Investment Bank Front Office Group, Flow Rates, Curves & Vol modelling, Swaptions Pricing, VaR, etc., C# or C++ This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office VAR...