1 Validation Consultant Jobs

are growing their traded risk quantitative solutions service line which is working with banks across the globe to support them in the development and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded market risk/IRRBB. The team is … analysts with experience of market risk (VaR, FRTB SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development and validation) and treasury risk (IRRBB, ALM, liquidity risk/stress models). Experience of climate risk models would also be useful. The work is a … mix of pure advisory, resource augmentation (execution of a quant assignment on a client site), model validation (either outsourced validation or ad-hoc, post implementation review) as well as model design and implementation. There will be the opportunity to contribute to various thought leadership activities, white papers etc more »