25 Model Validation Jobs in London

What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »

Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified through those activities. They must have hands on experience of validation and expert level knowledge of validation of models according to the UK regulations (CRR and SS 11/13) and industry best practice. We have vacancies … have retail banking credit systems experience. Must have Experience A track record of validating credit IRB models within retail banking. Experienced in reporting of model risk to management. Good verbal and written communications skills. Knowledgeable in interpreting the CRR and Supervisory Statements (SS 11/13),Knowledgeable in IFRS9. more »

Model Validation Analyst This is a great job for someone who has relevant quantitative and modelling skills with knowledge of asset management and financial markets. A bit about the job: As a Model Validation Analyst, you will play a critical role in independently validating quantitative models … across the organisation. Your primary responsibility is to provide the business with assurance that the independent validation function has reviewed proposed methodologies, and that the models have been constructed in accordance with an approved methodology, ensuring they are ultimately fit for their intended purposes. Your review and findings will … be communicated via your own documented validation report, and you will have the opportunity to present your work to the relevant stakeholders. Your book of work will encompass models used across the business, with a specific emphasis on Portfolio Risk and Pricing & Valuation models. Success in this position hinges more »

managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards. Our team is work together in collaboration to deliver a variety of assignment and … initiatives. You’ll be someone with Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas. Significant credit risk experience gained ideally from a major financial institution more »

projects. Desirable Skills/Preferred Qualifications: Preferred qualifications include an MBA, CA, Masters in Statistics, Economics, Finance, or Engineering. Prior experience in Credit Risk Model Development or Model Validation within the banking or financial industry. Proficiency with Data Analysis tools such as SAS, Python, and MS Suite more »

support to help members to develop their domain expertise. The Software Architect is responsible for defining the solution and system architecture (including models, decisions, validation, evolution and delivery support), working with the customer and any subcontractors to identify, trade-off and design the overall architecture. Architects assist with the more »

outside of the algorithm including documentation and relevant regulatory reporting and communication. The role will include responsibility for building a best-in-class pricing model, carrying out model validation and recalibration and creating appropriate governance and documentation of the models. You will report directly to the Head more »

a motivated Systems Engineer to contribute to complex and high-profile programmes. This role, based at Raytheon's Harlow facility with a hybrid work model, provides the chance to work with changing technology, grow your skills, and play a vital role in global security. Key Highlights: Cutting-Edge Technology … technology. Global Impact: Contribute to projects that enhance global security. Professional Growth: Access professional development opportunities in a challenging and rewarding environment. Main Duties: Model, simulate, and assess weapon systems throughout the systems engineering lifecycle. Support a model-based systems engineering approach to weapon system development. Assist in … the design development of complex systems. Support model validation activities. Candidate Requirements: Essential: Demonstrable experience with MathWorks toolsets such as MATLAB and Simulink. Keen analytical approach to solving complex problems. Working knowledge of requirements allocation and decomposition. Well-developed understanding of testing methodology for both simulations and real more »

TensorFlow (and/or Keras), scikit-learn, and related tools, coupled with a strong command of Python. Robust analytical and mathematical abilities essential for model development and validation. Exceptional problem-solving skills capable of tackling intricate challenges. Effective communication abilities vital for collaboration, along with the capacity to thrive more »

algorithmic trading strategies, focusing on options Conduct quantitative research and strategy development Support trading desk with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options … bonuses Comprehensive benefits package including healthcare, dental, vision, and retirement planning 30 days of holiday and free lunches when in the office Hybrid working model Regular company events and social activities Corporate and Social Responsibility program with charity fundraising matching and volunteer days more »

Risk A Market Leading Trading Firm is hiring a Senior Quantitative Engineer to work directly with researchers and traders building risk models and maintaining validation infrastructure. Offering opportunity for fast paced progression and chance to innovate the frameworks upon which the trading algos are based, tuning critical software services more »

provide oversight and governance of Aviva Investors outsourced middle office function. Within the role, the successful candidate will be working as part of the Model Validation Working Group who are set up to discuss new valuation methodologies and any new transaction that requires bespoke valuation. Alongside this, you … will also be running simulation testing, back testing, and analysis on proposed valuation model methodology changes, whilst ensuring the accurate production of mark to model valuations are produced to the agreed time scales. The role provides the opportunity to work closely with Fund Management on new fund launches more »

Primary responsibilities of the role: Quantitative analyst covering the European Consumer & Residential team for new and existing investments, as well as portfolio management and model validation. The team covers all non-US jurisdictions for all granular, consumer-facing asset classes (residential mortgages incl. RPL/NPL, unsecured consumer loans more »

work on leading-edge projects and modelling. KEY RESPONSIBILITIES: • Develop XVA models, tools and features in the XVA Library • Support XVA Traders, Product Control, Model Validation and IT • Extend the XVA pricing system and BAU from batch, trader-tools intra-day systems • Communicate with multiple stakeholders to deliver … XVA systems SKILLS & EXPERIENCE: • 3 years'+ analytics experience in XVA or Rates or FX gained in FO, Model Val or Risk IT • Advanced programming skills in C# (preferred) or C++ • Excellent derivatives understanding, particularly in Rates, or FX models, & hedging • Familiar with Capital Regulations • Stochastic calculus, e.g. brownian more »

professionals to support the change agenda Acting as the SME for Market Risk and Product Control Providing expertise and advisory services on types of Model Validation, complex and Structured trade approval and capital allocation optimisation Providing project support on the transformation and improvements plans Supporting the creation of more »

their team. Interested? Have a look at the below! Data Analyst – What will you do: Build and develop commercial sales forecasts and models. Data validation and cleansing. Conduct data analysis, utilising insights to drive forward sales and marketing results. Produce and track KPI data analysis and reporting. Dashboarding and more »

users, and to retain ownership of them in production Contribute to various aspects of the machine learning lifecycle for our market-facing products, i.e. model deployment, monitoring and validation, and champion best practices for model testing Help optimise the performance, architecture, and resilience of data science models more »

J2R - Data Scientist - Job Description Data Scientist Opportunity in London Position Overview: Join our dynamic team in shaping the data strategy for a prominent European retail chain. We're seeking a proactive and adaptable Data Scientist who is passionate about more »

Senior Quantitative Researcher - Volatility A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Vol desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential more »

the office (May be flexible) 📌 Salary: £45,000 - £70,000 + 15% bonus A specialist challenger bank are looking for a Senior Credit Risk Model Development Analyst to lead their team… and what a company to join! They supports underserved segments of the mortgage market and have done for … something transformative that will have a major impact. As the company and team grows, so will you! Anyway, the role! You will undertake analysis, model development and monitoring for the IRB, IFRS9 and other Models for the whole bank. You will work with the Model Manager in the … approved IFRS 9 models. So, if you have experience in: Strong SAS & SQL coding skills Advanced mathematical, modelling and quantitative analysis Previous experience of model building or validation, quantitative analysis and data manipulation Experience working effectively with Internal and External Audit (desirable) Experience working in an IRB or more »

both technical and non-technical stakeholders through clear and compelling reports Skills & Experience Experience in econometrics or marketing attribution Strong statistical knowledge Skilled in model development, particularly marketing mix models. Proficiency in statistical software such as R, Python, Eviews or similar Strong communication skills The Benefits £400-£450 per … to Luke via the Apply Link on this page. Desired Skills and Experience - Experience in econometrics or marketing attribution - Strong statistical knowledge - Skilled in model development, particularly marketing mix models. - Proficiency in statistical software such as R, Python, Eviews or similar - Strong communication skills more »

Power Architect London Up to £125k + B&B My client is a cutting-edge technology company specializing in semiconductor design and innovation. Our team is comprised of some of the brightest minds in the industry, dedicated to pushing the more »

Work Location: London, UK We are looking for a skilled Insight Analyst to uncover impactful data-driven insights that inform business strategy and decision making. The Insight Analyst will work cross-functionally to understand key business challenges and leverage statistical more »

special issues. Compile supply chain assessments for commercial selection purposes. Write and maintain BEP throughout the working life of the project and quality check model and data entries are compliant with set standards. Manage supply chain input/output. Assist and track project outputs such as data drops. Assess … the delivery of the Asset and COBie data. Establish a common data environment where necessary or applicable and interface with all relevant parties. Validate model compliance against BEP, RIBA stages and agreed data drops. Connect BIM to site activities and be instrumental in its adoption and execution. Identify, capture more »

Miryco Consultants are searching for someone with 3+ years experience using the modeling tool Touchstone Re. The role is at a large London Market insurance firm and you would be reporting into the Head of Exposure. The Role: Collaborate with more »