1 to 25 of 141 Remote Model Validation Jobs

and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview The Model Risk Management (MoRM) team provides oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive … valuation, risk and stress results. Model Validation as part of MoRM is responsible for the review of all derivative pricing models used for valuation and risk across the bank. As a Quantitative Analyst, you will be reviewing and analysing derivative models for price and risk of interest Rates … FX and Hybrids products. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them. Competitive More ❯

Job Title: Model Validation Specialist Location: London Corporate Title: Vice President Model Risk Management (End of Day Pricing Model Validation). The team is responsible for the Validation of Pricing models used in production by the Investment Banking trading desk. It covers all asset … classes. In addition, the team is responsible for the validation of other models, like Reserve Methodologies, Fair Valuation Adjustments, the Liquidity Reserve Modelling etc. What we’ll offer you: A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their … wellbeing at its centre. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them. Competitive More ❯

reporting directly into the AVP for CAT Risk and Capital. You will lead in the areas of complex pricing support, portfolio analysis and optimisation, model validation, VoR and other related areas. You will have deep understanding of CAT models and hands on experience of validating and implementing new … skills, including proficiency in the Microsoft Suite, SQL, geospatial tools, and statistical packages used for data retrieval and analysis. With hands-on experience in model validation, you also offer strong leadership capabilities, having successfully managed change, developed teams, and aligned resources to achieve strategic goals. Your exceptional organisational … You Do? Provide complex pricing support to optimize risk assessment and pricing strategies. Conduct portfolio risk reward analysis to influence CAT underwriting strategy Lead model validation efforts and play an leading role in CAT View of Risk (VOR) discussions. Perform scenario testing and sensitivity analysis to refine catastrophe More ❯

assessment in our stress tests. What you'll do Design models and approaches to their deployment, enhance reporting and provide intelligent insight into what model outputs mean. Ensure all models deployed are validated and overlays processed in compliance with Citi's model risk policies. Manage model risk … across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews. Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital and liquidity risk for Citi's branches and subsidiaries - all with a view … Use data science and real-world risk experience to deliver intelligent insight in a controlled environment. Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities. Communicate results and insight to diverse audiences across geographies, business More ❯

assessment in our stress tests. What you'll do Design models and approaches to their deployment, enhance reporting and provide intelligent insight into what model outputs mean. Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies. Manage model risk … across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews. Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital and liquidity risk for Citi's branches and subsidiaries – all with a view … Use data science and real-world risk experience to deliver intelligent insight in a controlled environment. Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities. Communicate results and insight to diverse audiences across geographies, business More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯

with Hybrid Working - Travel between offices is not required What is the Role: This role is positioned within the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal … ensure risks are taken within the risk appetite set by the Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD … in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss More ❯