Senior Model Validator - Trade Risk Senior Model Validator - Trade Risk …

Selby Jennings
in Rugby, England, United Kingdom
Permanent, Full time
Last application, 16 Sep 21
Negotiable
Selby Jennings
in Rugby, England, United Kingdom
Permanent, Full time
Last application, 16 Sep 21
Negotiable
A leading Global investment Bank is looking for an experienced Risk Model Validation quantitative analyst to add to their Trade Risk division in London. You will be expected to work effectively alongside other Quants, Risk departments and IT teams, contributing to the overall development of the bank's internal library and risk management framework
  • Perform an independent validation of the Banks trade and pricing risk models
  • Manage and complete the model validation from end to end, meeting the planned time lines and required standards.
  • Carryout the technical review of risk and pricing models by analysing the conceptual soundness and development of the banks internal models, as well as ensuring they comply with the regulation guidelines.
  • Perform an in-depth quantitative analysis and the independent testing.
  • Using a mathematical and implementation perspective to validate models and review the applicability.
  • Communicating findings to senior business management and stakeholders.
  • Document model validation testing following up with stakeholders on modelling issues.

Key requirements of the role include:

  • A PhD or Masters in Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines.
  • Experience working in a Model Validation, Pricing or Risk Management role.
  • Minimum 5 years' experience working in a financial, building and/or validating risk models
  • Experience programming and coding in Python, SQL or C++.
  • Strong communication (both written and oral) and stakeholder management skills, with the ability to present results to a non-technical audience.
  • In depth knowledge of European and UK markets.
  • Willing to be based in London.
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