both AVP and VP level professionals to compliment the existing team. What you'll be doing: Support the development, implementation, and delivery of the Model Risk Management Framework across EMEA region. Engage with Model Owners, Model Developers, and the Validation Team to ensure that all items … subject to the Model Risk Management Framework are captured and appropriately managed. Estimate the regulatory capital by actively participating in the Internal Capital Adequacy Assessment Process (ICAAP). Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital. You must have: Experience in Quantitative Analysis, Modelvalidation or Development within a corporate & wholesale or investment bank. Working knowledge of SQL and other programming language (R, SAS, Python etc.) BSc/MSc Degree in a quantitative field (Finance, Mathematics, Economics, Engineering etc.) Excellent communication skills If this role sounds like one for you please apply. more »
What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »
What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »
Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000 I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London! Responsibilities: Spearhead advancements in analytics automation and the delivery of new reporting processes. more »
world's, top (re)insurers, who are looking for a CAT Modeller to join their Data & Analytics team. Key Responsibilities: Catastrophe Modelling Data Analysis ModelValidation Risk Assessment Documentation and Reporting Research and Development Required Experience/Qualifications: Bachelor's Degree in relevant field (mathematics, statistics, natural sciences more »
requirements, gather data, and define project goals. Conduct exploratory data analysis, preprocess and clean data, and perform feature engineering to extract relevant information for model training.Select appropriate machine learning algorithms and techniques, and develop models that are accurate, robust, and scalable.Train and fine-tune machine learning models using large … scale datasets, and optimize model performance through techniques such as hyperparameter tuning. Evaluate and validate models using appropriate metrics and statistical methods, and iteratively refine models based on feedback and insights.Deploy machine learning models into production environments, ensuring scalability, reliability, and efficiency.Collaborate with software engineers to integrate machine learning … models into software systems and develop APIs for model inference. Continuously monitor and evaluate model performance and implement necessary updates or improvements.Stay up to date with the latest advancements in machine learning algorithms, techniques, and tools, and apply them to solve real-world problems Requirements: Bachelor's or more »
requirements, gather data, and define project goals. Conduct exploratory data analysis, preprocess and clean data, and perform feature engineering to extract relevant information for model training.Select appropriate machine learning algorithms and techniques, and develop models that are accurate, robust, and scalable.Train and fine-tune machine learning models using large … scale datasets, and optimize model performance through techniques such as hyperparameter tuning. Evaluate and validate models using appropriate metrics and statistical methods, and iteratively refine models based on feedback and insights.Deploy machine learning models into production environments, ensuring scalability, reliability, and efficiency.Collaborate with software engineers to integrate machine learning … models into software systems and develop APIs for model inference. Continuously monitor and evaluate model performance and implement necessary updates or improvements.Stay up to date with the latest advancements in machine learning algorithms, techniques, and tools, and apply them to solve real-world problems Requirements: Bachelor's or more »
Greater London, England, United Kingdom Hybrid / WFH Options
Albert Bow
algorithmic trading strategies, focusing on options Conduct quantitative research and strategy development Support trading desk with analytics across business lines Contribute to pricing framework, modelvalidation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options … bonuses Comprehensive benefits package including healthcare, dental, vision, and retirement planning 30 days of holiday and free lunches when in the office Hybrid working model Regular company events and social activities Corporate and Social Responsibility program with charity fundraising matching and volunteer days more »
TensorFlow (and/or Keras), scikit-learn, and related tools, coupled with a strong command of Python. Robust analytical and mathematical abilities essential for model development and validation. Exceptional problem-solving skills capable of tackling intricate challenges. Effective communication abilities vital for collaboration, along with the capacity to thrive more »
the office (May be flexible) 📌 Salary: £45,000 - £70,000 + 15% bonus A specialist challenger bank are looking for a Senior Credit Risk Model Development Analyst to lead their team… and what a company to join! They supports underserved segments of the mortgage market and have done for … something transformative that will have a major impact. As the company and team grows, so will you! Anyway, the role! You will undertake analysis, model development and monitoring for the IRB, IFRS9 and other Models for the whole bank. You will work with the Model Manager in the … approved IFRS 9 models. So, if you have experience in: Strong SAS & SQL coding skills Advanced mathematical, modelling and quantitative analysis Previous experience of model building or validation, quantitative analysis and data manipulation Experience working effectively with Internal and External Audit (desirable) Experience working in an IRB or more »
The successful candidate will report to the Head of Model Validation. The purpose of the role is to act as the second line of defence on model risk and to validate the models used in the Bank. The role is an essential part of the ModelValidation … covers all models including a wide range of pricing and risk models. The team is expected to look beyond checking the correctness of the model from a mathematical and implementation perspective. It is essential to provide a robust challenge to modelling assumptions and to review market applicability issues and … appropriateness of data and calibration Key Responsibilities: ModelValidation focused on market risk models Lead the validation process for all market risk models used in the bank. These models include VaR/SVaR models, Risk-not-in-VaR models, models for data proxying, models for interest rate more »
The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by the bank in EMEA. This includes, among others, risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and Front … Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board MAIN PURPOSE OF THE ROLE Independent modelvalidation of quantitative methodologies, both … initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc. ) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger more »
Miryco Consultants are searching for someone with 3+ years experience using the modeling tool Touchstone Re. The role is at a large London Market insurance firm and you would be reporting into the Head of Exposure. The Role: Collaborate with more »
Harlow, London, United Kingdom Hybrid / WFH Options
Raytheon
a motivated Systems Engineer to contribute to complex and high-profile programmes. This role, based at Raytheon's Harlow facility with a hybrid work model, provides the chance to work with changing technology, grow your skills, and play a vital role in global security. Key Highlights: Cutting-Edge Technology … technology. Global Impact: Contribute to projects that enhance global security. Professional Growth: Access professional development opportunities in a challenging and rewarding environment. Main Duties: Model, simulate, and assess weapon systems throughout the systems engineering lifecycle. Support a model-based systems engineering approach to weapon system development. Assist in … the design development of complex systems. Support modelvalidation activities. Candidate Requirements: Essential: Demonstrable experience with MathWorks toolsets such as MATLAB and Simulink. Keen analytical approach to solving complex problems. Working knowledge of requirements allocation and decomposition. Well-developed understanding of testing methodology for both simulations and real more »
Job Purpose The successful candidate will report to the Head of Model Validation. The purpose of the role is to act as the second line of defence on model risk and to validate the models used in the Bank. The role is an essential part of the ModelValidation team. The team’s remit covers all models including a wide range of pricing and risk models. The team is expected to look beyond checking the correctness of the model from a mathematical and implementation perspective. It is essential to provide a robust challenge to modelling … assumptions and to review market applicability issues and appropriateness of data and calibration. Key Responsibilities ModelValidation focused on pricing models Validate cross asset class front office pricing and XVA models. Validate the models from a conceptual soundness and implementation perspective. Review the applicability (i.e. the strengths, weaknesses more »
The Model Risk & 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. ModelValidation as part of Model Risk Management is responsible for the review all derivative … you will be reviewing and analysing derivative models for price and risk of interest Rates, and FX products. Your key responsibilities: Undertaking work on ModelValidation research and development projects with aim of testing production models on Interest Rates Derivative, FX, and Hybrids Implementing independent models/products … Your skills and experience: PhD qualification in numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics would be beneficial Significant experience in a ModelValidation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference more »
Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management. Key Responsibilities: Independent Review: Conduct independent reviews and challenges of models. Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if necessary. Reporting: Produce … high-quality validation reports, highlighting limitations, weaknesses, and assumptions. Technical Development: Stay updated with new modelling and validation techniques; contribute to technical presentations for team development. Stakeholder Management: Support the team lead in liaising with model owners, provide high-quality input to modellers, ensure open communication with … stakeholders, and uphold the Group Model Risk Policy. Decision-making: Independently manage projects, interpret deviations, take corrective actions, measure KPIs, and adhere to timelines. Person Specification: Quantitative Skills: Expertise in modelvalidation and risk management, with knowledge of regulatory requirements. Qualitative Skills: Strong leadership and influencing abilities. more »
Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management. Key Responsibilities: Independent Review: Conduct independent reviews and challenges of models. Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if necessary. Reporting: Produce … high-quality validation reports, highlighting limitations, weaknesses, and assumptions. Technical Development: Stay updated with new modelling and validation techniques; contribute to technical presentations for team development. Stakeholder Management: Support the team lead in liaising with model owners, provide high-quality input to modellers, ensure open communication with … stakeholders, and uphold the Group Model Risk Policy. Decision-making: Independently manage projects, interpret deviations, take corrective actions, measure KPIs, and adhere to timelines. Person Specification: Quantitative Skills: Expertise in modelvalidation and risk management, with knowledge of regulatory requirements. Qualitative Skills: Strong leadership and influencing abilities. more »
Risk A Market Leading Trading Firm is hiring a Senior Quantitative Engineer to work directly with researchers and traders building risk models and maintaining validation infrastructure. Offering opportunity for fast paced progression and chance to innovate the frameworks upon which the trading algos are based, tuning critical software services more »
Risk A Market Leading Trading Firm is hiring a Senior Quantitative Engineer to work directly with researchers and traders building risk models and maintaining validation infrastructure. Offering opportunity for fast paced progression and chance to innovate the frameworks upon which the trading algos are based, tuning critical software services more »
and translating them into therapeutics. Principal Computational Biologist key responsibilities: – Lead the ‘advanced modelling’ workstreams, and be the point of contact and a role model for advanced modelling within the company. – Maintain strong domain knowledge of leading ‘omic and ‘big data’ computational methods – Drive experimental design & modelling of phenotyping more »
analytics, working across multiple lines of business. The successful candidate will have ample opportunity to be involved in exciting initiatives such as Research & Development, modelvalidation and project work on an ad-hoc basis as well as helping shape the future development and build-out of this new more »
Senior Quantitative Researcher - Volatility A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Vol desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential more »
london, south east england, United Kingdom Hybrid / WFH Options
Mizuho
What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »
managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, modelvalidation, as well as UK and European regulatory standards. Our team is work together in collaboration to deliver a variety of assignment and … initiatives. You’ll be someone with Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, modelvalidation, as well as UK and European regulatory standards underpinning these areas. Significant credit risk experience gained ideally from a major financial institution more »
