Senior Model Validation Specialist, Markets Surveillance
Edinburgh, United Kingdom
NatWest Group
Join us as a Senior Model Validation Specialist in Markets Surveillance This is an opportunity for a passionate and driven quantitative risk specialist to join an evolving area of risk management We'll look to you to review and validate various communication and trade surveillance models for NatWest Markets business It's an ideal role to gain detailed exposure … you'll do As a Senior Model Validation Specialist, you will provide oversight of the organisation's data-driven models through data analytics and model reviews. By conducting thorough quantitative analysis, you'll assess their performance and robustness. You'll be undertaking analysis, ensuring that all sources of model risks are adequately highlighted as well as assessing … the models' compliance with regulations, internal policies, and standards. Your responsibilities will also include: Performing sensitivity analysis to assess the adequacy of modelling or data assumptions, documenting all the analysis in a succinct and clear manner Undertaking in-depth assessments of the models' subcomponents, making sure models are fit for purpose for their designated use Preparing checklists for More ❯
Employment Type: Permanent
Salary: GBP Annual
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