Quant Model Risk Analyst/Associate - VCG
- Hiring Organisation
- JP Morgan Chase
- Location
- London, United Kingdom
- Salary
- £ 80 K
review and governance within one of the world's leading financial institutions. This is an opportunity to apply your expertise in mathematical finance, statistics, data analysis, and programming to assess methodologies that influence valuation, risk management, and capital decisions. You'll collaborate with experts across trading, finance, risk … valuation adjustment methodologies, including fair value, liquidity, concentration, close-out cost, market price uncertainty, future hedging cost, and prudent valuation approaches.Use Python and data analysis techniques to design targeted independent tests, including benchmark comparisons, sensitivity analysis, backtesting, threshold calibration, small-sample analysis, and materiality assessments.Review derivatives ...