3 of 3 Model Validation Jobs in Central London

Join us as a Model Risk Validation Manager In this key role, youll undertake the validation of derivative pricing models and ensure that models are managed within the requirements of the banks model risk policy and risk appetite Youll ensure model limitations are identified, communicated … to stakeholders and effectively mitigated Well look to you to help develop, maintain and implement proportionate mandatory procedures for model validation activity Youll gain great exposure for you and your work, with the opportunity to develop key relationships with colleagues across Risk and NatWest Markets What you'll … do As a Model Risk Validation Manager your main role will be the validation and review of models used within NatWest Markets to help ensure the banks models are managed within policy and appetite. By conducting thorough quantitative analysis, youll assess their performance and robustness. Youll prepare More ❯

Join us as a Model Risk Validation Manager In this key role, youll undertake the validation of derivative pricing models and ensure that models are managed within the requirements of the banks model risk policy and risk appetite Youll ensure model limitations are identified, communicated … to stakeholders and effectively mitigated Well look to you to help develop, maintain and implement proportionate mandatory procedures for model validation activity Youll gain great exposure for you and your work, with the opportunity to develop key relationships with colleagues across Risk and NatWest Markets What you'll … do As a Model Risk Validation Manager your main role will be the validation and review of models used within NatWest Markets to help ensure the banks models are managed within policy and appetite. By conducting thorough quantitative analysis, youll assess their performance and robustness. Youll prepare More ❯

provide additional capacity to remediate findings The existing models need to be made more sensitive; the role will involve modelling and tweaking the Group model and looking at scenario probability Documentation is really key as the German regulators place a greater emphasis on documentation and justification The banks customer … is required as these are wholesale models (not retail) The emphasis is more on modelling skills, although as the models will then go to model validation it may be helpful to have an awareness of the validation process Strong documentation/BA type skills in addition to More ❯