1 to 25 of 90 Model Validation Jobs in London

everyone. We employ more than 3,000 people across our London, Southampton, Cardiff and Manchester offices. We are looking for a talented and passionate Model Validation Senior Analyst to join our Model Risk Oversight Team. The team focuses on validating and overseeing the risks associated with all … models across Starling, particularly those involving advanced modeling techniques (including AI). If you have model validation/model build experience and are eager to be part of the team that plays a vital role in model risk management, we want to hear from you! As … a Senior Analyst - Model Validation, with the support from your manager, you will be responsible for: Validating different types of models used across Starling, such as IFRS 9, Forecasting, Operational Risk, AI/ML models. Producing validation reports whilst engaging with the model developers and model More ❯

a career move that will put you at the heart of a global financial institution? Then bring your skills and or experience in either model development or validation to Citi's Model Risk Management team that focus on validation of Equity & Hybrids derivative pricing models for … to our clients by responsibly providing financial services that enable growth and economic progress. Role Overview This position will be responsible for validating and model risk management of Equity & Hybrids derivative pricing models for Trading and Hedges. This position requires strong derivative pricing skills along with relevant industry experience. … Validation work will involve reviewing model assumptions, verifying the mathematical formulation, independently implementing the business/desk model when needed, developing benchmark models to conduct effective challenge, and assessing and quantifying model limitations to inform stakeholders of model risk to determine compensating controls. What you More ❯

My client is a leading wealth manager and retail bank with a growing UK focussed business. The Model Risk Management (MRM) team are responsible for the design and maintenance of the Bank's Model Risk Management policy and framework, ensuring comprehensive model governance and carrying out model … models. The team is based in in London and work on a hybrid basis with 3 days in the office. Key Responsibilities Perform independent validation of models of a wide range of models in the group inventory, including stochastic models (IRB and non-IRB) and non-models (also known … as deterministic quantitative methods/DQM's), engaging with Analytics teams and Senior Management in the timely completion of model validations and reporting of identified findings and weaknesses of models. Support and shape the Model Risk Management Framework, including model identification process, attestation, validation, and monitoring. More ❯

largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview Corporate Title AVP You will join the Model Risk Management (MoRM) team which 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 and analysis of all pricing models used for valuation and risk across the bank. What we’ll offer you A healthy, engaged and well-supported workforce are better equipped to do … development and wellbeing at its centre. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a 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 a leading role in CAT View of Risk (VOR) discussions. Perform scenario testing and sensitivity analysis to refine catastrophe More ❯

We are searching for a Model Risk Associate within Firm Risk Management's Model Risk Management Department, which is dedicated to providing independent model risk control, review, and validation of models used by Morgan Stanley. These include derivative pricing models utilized across product areas, including interest … and grow. A philosophy that balances personal lifestyles, perspectives, and needs is an important part of our culture. What will you be doing? Conduct model validation for interest rate/FX/Hybrid pricing models by challenging model assumptions, mathematical formulation, and implementation. Conduct independent testing to … assess model accuracy and robustness under different scenarios and market conditions. Assess and quantify model risks due to model limitations and develop compensating controls. Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders and senior management. Collaborate with Global More ❯

employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview 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 … 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 ❯

processes Design, develop, evaluate and deploy, innovative and highly scalable ML models Work closely with other science and engineering teams to drive real-time model implementations Work closely with Ops/Product partners to identify problems and propose machine learning solutions Establish scalable, efficient, automated processes for large scale … data analyses, model development, model validation and model maintenance Work proactively with engineering teams and product managers to evangelize new algorithms and drive the implementation of large-scale complex ML models in production Leading projects and mentoring other scientists, engineers in the use of ML techniques 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 ❯

models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model implementation details, tests, and findings for model validation to review, in accordance with Firm’s Model Risk Management policies and framework. Qualifications: Strong background in market risk models and … results). Excellent communication and presentation skills (ability to engage in concise, effective discussions). Excellent written skills (ability to produce well-structured technical model documentation). Ability to work without significant direct supervision. Previous experience of regulatory capital model & economic capital model is preferred. Knowledge of More ❯

models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model implementation details, tests, and findings for model validation to review, in accordance with Firm’s Model Risk Management policies and framework. Qualifications: Strong background in market risk models and … results). Excellent communication and presentation skills (ability to engage in concise, effective discussions). Excellent written skills (ability to produce well-structured technical model documentation). Ability to work without significant direct supervision. Previous experience of regulatory capital model & economic capital model is preferred. Knowledge of More ❯

IRB MODEL DEVELOPMENT CONSULTANT UP TO £90K LONDON This is a fantastic opportunity for an experienced professional to play a key role in the development and implementation of Internal Ratings-Based (IRB) credit risk models for banks and financial institutions. THE ROLE Develop and validate IRB models: Lead the … development and validation of PD, LGD, and EAD models in line with regulatory requirements (Basel III/IV). Quantitative analysis: Apply advanced statistical techniques, machine learning methods, and data analysis to build risk models. Stakeholder management: Collaborate with key stakeholders including clients, risk management teams, and regulatory bodies … to deliver tailored solutions. Documentation: Prepare comprehensive model documentation, including technical reports, model validation findings, and compliance assessments. Consultancy support: Provide expert advice and insights to clients on regulatory trends and the strategic impact of model changes on capital requirements. REQUIREMENTS IRB model development experience More ❯

IRB MODEL DEVELOPMENT CONSULTANT UP TO £90K LONDON This is a fantastic opportunity for an experienced professional to play a key role in the development and implementation of Internal Ratings-Based (IRB) credit risk models for banks and financial institutions. THE ROLE Develop and validate IRB models: Lead the … development and validation of PD, LGD, and EAD models in line with regulatory requirements (Basel III/IV). Quantitative analysis: Apply advanced statistical techniques, machine learning methods, and data analysis to build risk models. Stakeholder management: Collaborate with key stakeholders including clients, risk management teams, and regulatory bodies … to deliver tailored solutions. Documentation: Prepare comprehensive model documentation, including technical reports, model validation findings, and compliance assessments. Consultancy support: Provide expert advice and insights to clients on regulatory trends and the strategic impact of model changes on capital requirements. REQUIREMENTS IRB model development experience More ❯

Contribute to the organisation's AI strategy by identifying opportunities for leveraging AI technologies to drive innovation, improve business processes, and enhance decision-making. Model Development and Evaluation: Contribute to the development, deployment, and evaluation of AI models and to the deployment and evaluation of off the shelf AI … and deploying machine learning applications into production. Contributing to our machine learning enabled, business-facing applications. Contributing effective, high quality code to our codebase. Model validation and model testing of production models. Presenting findings to senior internal and external stakeholders in written reports and presentations. This role … is for you if: Python for API and Model development (Machine learning frameworks and tooling e.g. Sklearn) and (Deep learning frameworks such as Pytorch and Tensorflow). Understanding of machine learning techniques. Experience with data manipulation libraries (e.g. Pandas, Spark, SQL). Git for version control. Cloud experience (we More ❯

or videos, providing visual inspiration, and more. We do this by pushing the SoTA in Natural Language Processing (NLP), Generative AI, Multimodal Large Language Model (MLLM), Natural Language Understanding (NLU), Machine Learning (ML), Retrieval-Augmented Generation (RAG), Computer Vision, Responsible AI, LLM Agents, Evaluation, and Model Adaptation. Key … to develop insights into how to best help customers throughout their shopping journeys. Use deep learning, ML and MLLM techniques to create scalable language model centric solutions for building shopping assistant systems based on a rich set of structured and unstructured contextual signals. Innovate new methods for understanding, extracting … optimize and deploy your models into production, working closely with software engineers. Establish automated processes for large-scale data analysis and generation, machine-learning model development, model validation and serving. Communicate results and insights to both technical and non-technical audiences, including through presentations and written reports More ❯

role involves working on valuation models for various financial products, ensuring compliance with new UK regulations that mandate good governance around models. Key Responsibilities Model Development and Validation: Develop and validate models for pricing swaptions, Bermudan options, Constant Maturity Swaps (CMS), equity exotics (equity barrier options), inflation vanilla … swaps, and Credit Valuation Adjustment (CVA). Perform initial model testing and convergence testing to prove model performance. Continuously monitor model performance and set up automated testing processes. Documentation: Write comprehensive model documentation as part of the validation process. Ensure all documentation meets regulatory standards … and internal guidelines. Collaboration: Work closely with model developers and model owners to identify and close gaps in existing models. Engage with stakeholders to understand their requirements and provide solutions. Requirements Quantitative Skills: Strong background in quantitative finance, with experience in valuation models for non-linear payoffs. Expertise More ❯

and its application to risk management in banking You will have strong Wholesale IRB background (essential) with hands-on experience in IRB credit risk model development, and a strong understanding of IRB approval process and existing regulations are a must, along with familiarity with both local and relevant international … regulations within financial services e.g. PRA/ECB supervision Possess hands-on experience in Wholesale IRB credit risk model building and/or validation (i.e., beyond audit or review activities) - the interview process will involve a deep dive into the technical knowhow of modelling, validation techniques and … Spain, Middle East, Netherlands, South Africa, my client is a boutique firm with a demonstrable focus around Credit Risk Management, modelling, data analytics and model validation etc. Working with a range of innovative, ambitious, growing and forward-thinking Financial Services businesses, my client differentiates itself from the larger More ❯

and its application to risk management in banking You will have strong Wholesale IRB background (essential) with hands-on experience in IRB credit risk model development, and a strong understanding of IRB approval process and existing regulations are a must, along with familiarity with both local and relevant international … regulations within financial services e.g. PRA/ECB supervision Possess hands-on experience in Wholesale IRB credit risk model building and/or validation (i.e., beyond audit or review activities) - the interview process will involve a deep dive into the technical knowhow of modelling, validation techniques and … Spain, Middle East, Netherlands, South Africa, my client is a boutique firm with a demonstrable focus around Credit Risk Management, modelling, data analytics and model validation etc. Working with a range of innovative, ambitious, growing and forward-thinking Financial Services businesses, my client differentiates itself from the larger More ❯

statistics, science or equivalent. BSc in Geography/Environmental and/or Risk. Catastrophe modelling experience with vendor models (RMS, Verisk, JBA). Catastrophe Model Validation and Evaluation experience. Skills: Strong analytical, problem-solving, and critical-thinking skills complemented by a solid grounding working with and interpreting statistics. More ❯

technology teams to integrate models into 360T's trading suite Continually monitor and refine existing models to adapt to changing market conditions Ensure robust model validation, back-testing and documentation of methodologies Participate in original research topics using 360T's unique datasets Prepare periodic updates & actionable insights for More ❯

you want to find out more about life at Paysafe, check out our careers page here. How we work: We follow a hybrid working model, spending an average of three days per week at our office located in Gresham Street next to St Paul's cathedral with easy access … of fraud and money-laundering trends and risk controls between Consumer, Merchant and Crypto areas. Collaborating with the Machine Learning team to drive a model-first culture, leveraging data-driven models to enhance risk detection and decision-making. Being the point of contact for cross-functional teams, including Product … systems/device fingerprinting and CRM/case management tools. Knowledge about cyberthreats (e.g., malware, ransomware, botnets, exploit rootkits). Knowledge of machine learning model validation, swap population review, deployment. Any of the below will be an advantage: Knowledge of cards, chargebacks, collections, schemes, prepaid products, gift cards More ❯

techniques to business problems. You'll contribute to the research and implementation of new approaches to address complex problems and perform data analysis and model validation. You'll have the opportunity to present results to a variety of internal stakeholders. You will apply these techniques and algorithms to create More ❯

techniques to business problems. You'll contribute to the research and implementation of new approaches to address complex problems and perform data analysis and model validation. You'll have the opportunity to present results to a variety of internal stakeholders. You will apply these techniques and algorithms to create More ❯

doing? • Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB). This will model review and validation activities such as: • Technical model development documentation review; • Assessment of model performance • Replication testing; and • Reviewing models’ against … accounting and risk requirements as related to IRB, IFRS9, and other regulatory credit risk models • Detailed working knowledge and experience of all aspects of model development and validation including the following: • Data extraction and pre-processing • Modular model development • User acceptance testing • Model performance assessments • Relevant More ❯

doing? • Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB). This will model review and validation activities such as: • Technical model development documentation review; • Assessment of model performance • Replication testing; and • Reviewing models’ against … accounting and risk requirements as related to IRB, IFRS9, and other regulatory credit risk models • Detailed working knowledge and experience of all aspects of model development and validation including the following: • Data extraction and pre-processing • Modular model development • User acceptance testing • Model performance assessments • Relevant More ❯