51 to 75 of 732 Model Validation Jobs in England

We are working with a leading London insurer to recruit a Model Validation Manager within their Risk Analytics function. This role provides high-quality technical insights across the Group and works closely with key stakeholders. Key Responsibilities include but are not limited to: Develop and enhance the model validation framework and model risk standards. Design, manage, and document test scripts, testing criteria, and execute testing during the main validation cycle. Establish a robust stress scenario and sensitivity testing framework, integrating it into broader business processes. Collaborate closely with the Head of Risk Analytics and More ❯

About the Role: Grade Level (for internal use): 11 The Role Associate, Review & Validation Grade (relevant for internal applicants only) 11 Location Primary: London/New York Secondary: Chicago. Team The Review & Validation team has global responsibility for the review and validation of all S&P Global … our published credit ratings and analyses and, as such, represent our most significant intellectual property. The team comprises both credit analysts as well as model specialists with experience in Ratings and the Capital Markets more broadly. Impact Work in a dynamic environment in a team that has global, cross … culture with good potential for professional development and career growth gaining exposure to varied asset classes and sectors. Team members typically specialize in either model validation or criteria validation/credit review but will have the opportunity to develop skills and experience across both disciplines. Personal initiative More ❯

life. Are you excited at the opportunity to electrify and decarbonize the world? We are seeking a highly skilled and results-driven Data Scientist - Validation to join our team, primarily focusing on validating AI/ML models for grid innovation applications. This role will involve rigorous testing, validation … Design and conduct experiments to test and validate AI/ML models in the context of energy systems and grid automation applications. Establish clear validation frameworks to ensure models meet required performance standards and business objectives. Establish test procedures to validate models with real and simulated grid data. Analyze … model performance against real-world data to ensure accuracy, reliability, and scalability. Identify and address discrepancies between expected and actual model behavior, providing actionable insights to improve model performance. Implement automated testing strategies and pipeline to streamline model validation processes. Collaborate with Data Engineers and More ❯

pay and be paid. Make an impact with a purpose-driven industry leader. Join us today and experience Life at Visa. Job Description The Model Risk Management (MRM) team at Visa has a mandate to validate business-impactful models firm-wide and more generally to identify, measure, and handle … model risk across Visa. The Senior Consultant, Model Risk Management will be responsible for conducting and assisting in model validations of models to strengthen model risk management capabilities at Visa. You will be responsible for: Identifying sources of risk in models. With minimal supervision conduct or … assist with conducting validations of quantitative and complex financial models including AI/ML. Thoroughly and comprehensively review all model components and developmental evidence. Responsible for providing and documenting effective challenges to conceptual soundness of models and conducting quantitative analytics. Maintaining detailed and comprehensive records of validation projects More ❯

from Harnham Building Credit Risk, Fraud, and Pricing Analytics teams in the Lending and Insurance Sectors | The Talent Driving The Data and AI Revolution MODEL VALDIATION MANAGER LONDON THE COMPANY This company is a unique digital lender who are seeking a Model Validation Manager to join their … and ML Working with models including (but not limited to) IFRS9 models, Treasury Models, Finance models and more Driving the creation and review of validation reports, while collaborating closely with model developers and owners to ensure findings are clearly understood Managing two analysts to drive the team to … success and enhance performance of the business YOUR SKILLS AND EXPERIENCE Essential to have developed OR validated models in the consumer lending space Model exposure could be IFRS9, Fraud, Treasury or wider financial models Prior experience working with AI models is essential Coding experience in Python and SQL is More ❯

done yet. The Role In this role you will lead a team of qualified actuaries and actuarial analysts to develop the Solvency II Internal Model approach to Credit risk. You will have the opportunity to engage with a wide range of areas across the business including the Asset Management … changes that improve the capital efficiency of Phoenix’s Internal Model. Key Responsibilities Identify opportunities to improve the capital efficiency of the Credit risk model and compliance with emerging regulations. Own the credit risk roadmap for minor model changes by identifying and proposing future methodology developments that improve … the capital efficiency and risk recognition for Phoenix’s Internal Model for Credit risk. Lead the execution and operationalisation of minor model changes and able to articulate the business benefits of the change. Ensure Phoenix’s credit risk internal model remain compliant with internal actuarial framework and More ❯

Temporary: Regular Listed: 2019-08-07 Location: London Position Overview Job Title: Quantitative Analyst Corporate Title: Vice President Division: Risk Location: London Overview The Model Risk and Analytics team provides independent 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 is responsible for the independent review and analysis of all derivative pricing models used for valuation and risk across the Bank. Key Responsibilities Reviewing and analysing derivative models for price and risk of interest Rates, and Foreign Exchange (FX) products … the mathematical models used, implementation methods, products traded in these markets, and the associated risks Completing theoretical analysis and reviewing it (where appropriate) that model/products are independently implemented in a managed C++ library Reviewing, analysing, and independently implementing will form the basis of discussion with key model More ❯

to risk, effectively communicating this to the Board in alignment with our Risk Management Framework. You will also contribute to the delivery of internal model validation, ORSA, and other relevant requirements under Solvency II. You will develop and implement a comprehensive enterprise-wide ERM framework, calculate risk metrics … Own Risk and Solvency Assessment (ORSA), encompassing risk appetite setting, business plan reviews, and stress and scenario testing. You will assist in the internal model validation process and the production of validation reports, including independent evaluations of components of the internal model. Close collaboration with the Actuarial More ❯

business analytics and data science explorations to inform key business decisions and algorithm roadmap • Establish scalable, efficient, automated processes for large scale data analyses, model development, model validation and model implementation • Hire and develop top talent in machine learning and data science and accelerate the pace … a statistical analysis package such as R, Tableau, and high-level programming language (E.g. Python) used in the context of data analysis and statistical model building - Strongly motivated by entrepreneurial projects and experienced in collaboratively working with a diverse team of engineers, analysts, and business management in achieving superior More ❯

business analytics and data science explorations to inform key business decisions and algorithm roadmap • Establish scalable, efficient, automated processes for large scale data analyses, model development, model validation and model implementation • Hire and develop top talent in machine learning and data science and accelerate the pace … a statistical analysis package such as R, Tableau, and high-level programming language (E.g. Python) used in the context of data analysis and statistical model building - Strongly motivated by entrepreneurial projects and experienced in collaboratively working with a diverse team of engineers, analysts, and business management in achieving superior More ❯

business analytics and data science explorations to inform key business decisions and algorithm roadmap. Establish scalable, efficient, automated processes for large scale data analyses, model development, model validation and model implementation. Hire and develop top talent in machine learning and data science and accelerate the pace … a statistical analysis package such as R, Tableau, and high-level programming language (E.g. Python) used in the context of data analysis and statistical model building. Strongly motivated by entrepreneurial projects and experienced in collaboratively working with a diverse team of engineers, analysts, and business management in achieving superior More ❯

Risk Consulting Department. You will primarily work with banks, as well as insurance companies, large corporates, and service firms on various projects. Responsibilities include: Model validation for clients of varying sizes, focusing on quantitative risk management models such as PD/LGD, VaR, Expected Shortfall, EPE/PFE. … and market (VaR, Expected Shortfall, FRTB) risk modeling. Proficiency in Python, R, or C++. Ability to work effectively in a team. Desired skills include model validation and machine learning. Our culture and commitment Forvis Mazars is a leading global professional services network operating in over 100 countries. We More ❯

insurance companies, large corporates, and service providers on various projects. About the role You will contribute to multidisciplinary teams delivering quantitative finance projects, including: Model validation for clients on risk management models (PD/LGD, VaR, Expected Shortfall, EPE/PFE) Implementation review of standards such as FRTB … stochastic calculus, statistics, and probabilities Experience in derivative pricing, credit and market risk modeling Proficiency in Python, R, or C++ Teamwork abilities Preferred skills: model validation and machine learning About Forvis Mazars Forvis Mazars is a leading global professional services network operating under a unified brand worldwide, with More ❯

scalable models for predictive learning - Research and implement novel machine learning and statistical approaches - Work closely with software engineering teams to drive real-time model implementations and new feature creations - Work closely with business owners and operations staff to optimize various business operations - Establish scalable, efficient, automated processes for … large scale data analyses, model development, model validation and model implementation - Mentor other scientists and engineers in the use of ML techniques About the team The India Machine Learning team works closely with the business and engineering teams in building ML solutions that create an impact More ❯

CompatibL, a leading provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry, is looking to hire a Quantitative Software Developer to join our team in London. Joining CompatibL is a unique chance that provides the opportunity to work … and demanding field of quant research. What will you be doing? You will work together with the team of senior quantitative analysts on comprehensive model validation and challenging quantitative consultancy projects. You will help deliver best-in-class trading and risk enterprise software for the financial markets industry. More ❯

engagement teams delivering quantitative finance projects for clients: Cross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practices Model validation for small to large size clients, for quantitative risk management models such as (PD/LGD, VaR, Expected Shortfall, EPE/PFE … Expected Shortfall, FRTB) risk modelling Strong experience in either of Python, R or C++ Ability to work in a team Desired experience/skills: model validation and machine learning About Forvis Mazars Forvis Mazars is a leading global professional services network. The network operates under a single brand More ❯

customer drop-offs across the purchase journey. Be responsible for end-to-end storewalk execution, engagement with category L7/L8s for root-cause validation & collaboration with Storewalk+ Solutioning POD leaders. Define the clear requirement of specific business use cases for tech product managers. Support data analysts and product … managers by turning business requirements into functional specifications and then executing delivery. Establish scalable, efficient processes for large scale data analyses, model development, model validation and model implementation. Own the service’s execution strategy. Develop strategies to mitigate risk. Be responsible for all communication to Leadership More ❯

Head of Risk Analytics - Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function … wider global Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

Head of Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function … wider global Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling … the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

narrow-right Job Views: 2 Posted: 07.06.2025 Expiry Date: 22.07.2025 col-wide Job Description: Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a … the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

narrow-right Job Views: 2 Posted: 07.06.2025 Expiry Date: 22.07.2025 col-wide Job Description: Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a … the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

your skills and experience — talk with your recruiter to learn more. Base pay range Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a … the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, Make your application after reading the following skill and qualification requirements for this position. - City of London, Permanent A senior Quantitative Specialist is sought after by a … the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with … to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate More ❯

infrastructure debt) space. Key Responsibilities Conduct empirical research to calibrate new models to financial data Backtesting, documenting, and guiding new models and methodologies through validation Partner with engineering teams to migrate private markets models onto state-of-art production systems Build and maintain model governance controls, including (but … not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations Communicate (verbally and in writing) with internal stakeholders and external clients on the design, backtesting, and usage of the models. Discuss model performance regularly, investigate exceptional model … version control system (e.g., git) is strongly preferred Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus Ability to work effectively with a team of highly motivated individuals Time and project management skills Proven More ❯