1 to 25 of 27 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 »

assist with developing and running risk models. Responsibilities: Contribute to team research and validate business models across all asset classes, including new products. Prepare model validation reports and help strengthen the model governance framework. Present validation results to the Group Model Governance Committee. Support the 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 »

optimize our stress testing and scenario analysis matrices for comprehensive risk management. Collaboration: Work closely with our founders to develop and implement changes, from validation to production. The Stack Quantlib v1.34 Python v3.9 Linux Git Azure Functions Essential Skills Quant Proficiency: Solid experience with derivatives pricing, particularly in setting … practice environment, serverless functions with MQ experience desirable but not essential. Quantlib experience is a strong plus. Risk Management: Previous experience in risk management model setup, including model validation, is required . Team Player: Strong team player with excellent communication skills, capable of explaining technical issues to more »

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 being validated Prepare validation report and … technical documents for the model being validated Work closely with the model stakeholders (business, Market Risk, Finance/PVG and other control functions) with respect to compensating controls of the models and communication of validation outcomes Maintain a sub-portfolio of model inventory and perform annual … model reviews, on-going monitoring reviews, Required Actions Items closure and etc. What we are looking for: You will possess a PhD in quantitative fields such as mathematics, statistics, physics, econometrics or computer science Strong candidates with Masters' degree in same fields with seasoned industry experience will also be 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 »

stochastic calculus and basic asset pricing, and experience of coding, writing models in C++, C# and/or Python. You must have experience of model validation and curve calibration algorithms. You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics more »

trading strategies. Develop and maintain data pipelines, ensuring the availability and integrity of market data. Design and implement tools for data analysis, visualization, and model validation. Work with large datasets to extract meaningful insights that can drive investment decisions. Stay abreast of industry trends and incorporate new technologies to 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 »

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 »

and investment funds. Experience and knowledge: Essential: UK P&C Insurance market experience Excellent practical experience in all aspects of capital modelling, including internal model validation and the Lloyd’s Capital Return process Proven track record of delivering projects on budget and to required timescales Desirable: Nearly qualified … out work in business development/marketing Experience of working with software products commonly used in the P&C insurance market, in particular internal model platforms Good understanding of the commercial and other needs of stakeholders Good networker, especially at a senior or influencer level Apply today via LinkedIn more »

My banking client are looking for a Credit Risk Modelling Manager to work in the IRB Model Development team in the Risk Analytics department. 6 years+ of credit modelling experience with advanced SAS or SQL. Statistical background with credit modelling experience. IRB experience an advantage but not essential. The … across the Business, Credit Risk and the Chief Data Office. The Credit Risk Modelling Manager role reports into the Head of Specialised Lending IRB Model Development, and will play a leading role in the re-development of existing and new IRB models for specialised lending under the banks' IRB … of our models Contributing to the standards, methodologies and toolsets required to perform analytic activities; You must have; At least 5 years' experience encompassing model development/validation and decision support model relates roles. Examples include: IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling 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 »

Quantitative Researcher - Vol Pricing 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 the development and review of pricing models more »

Senior Quantitative Researcher - Vol 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 »

Manager - Model Development/Validation (Credit Risk) Experience: Credit Risk Modeling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role. IRB Expertise: Deep understanding of operational tasks for IRB model development and validation. Regulatory Knowledge: In more »

AI developer needed for a 4 Month project with potential to extend in London. This project will onsite 5 days a week for the first month, then2-3 days a week for the remaining duration of the project, paying £550 more »