1 Credit Risk Modelling Jobs in the South East

central London just 15 minutes away by train. This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in … Job expectations include having a broad knowledge of financial markets and products. Responsibilities: As a Quantitative Finance Analyst you will Validate XVA and Counterparty Credit Risk system models and feeder models of bank s counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all … asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, Mortgage, as well as collateral exposure modelling. Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated Perform independently testing to identify/quantify model risk associated with the model more »