Model Validation Jobs

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​Senior FX Quant Analyst – Model Risk

Singapore or London
FXMR-0510
SGD Highly Competitive Salary Package

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst (front office or pricing model validation), ideally from FX or Rates, with strong C++ programming skills. Based in Singapore (preferred) or London, you will work on the validation of derivatives pricing models and assessment of the associated model risk.

KEY RESPONSIBILITIES:

  • Review and validate front office derivative pricing models
  • Implement

Director, Head of Modelling – SIMM

London
SIMM-2108
£££ Highly Competitive Salary Package

Our client, a large Global Investment Bank, is building a new modelling team, specifically to oversee the development and implementation of the ISDA SIMM (Standardised Initial Margin Model). They are looking to hire a senior Quant (Director) to run the team, as well as a VP and Associate to report to the Director. Very keen to hear from suitable

Lead Quant Analyst – Model Validation

Asia or London
LMVQ-2106
Highly Competitive Salary Package!

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, from any asset class, with strong C++ programming skills, to lead a small team. Based in Asia (preferred) or London, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity and a chance to step

FX & XVA Quant Analyst – Model Risk

London or Singapore
FXVA-1806
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to recruit a talented Quant Analyst to join its model risk department to cover XVA and FX. Based in either London or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity to work on cutting edge models in a

Model Validation, Credit Risk, CCR & FIxed Income Models (VP, Dir), Luxembourg

Luxembourg (very low tax)
MVCR-2603
To €120K + Bonus + Benefits & Relocation

This top-tier Investment Bank seeks a senior Model Validation Quant to independently validate models and model appropriateness and help provide a structured process for independent review, testing, and approval.

They seek someone with good communication skills, able to liaise with audit & regulators and other risk quants across the bank. We seek expertise across Credit Risk models (PD, LGD) and Counterparty

Snr Model Risk Audit Manager, Risk Models (VP), London

London
SMRAM-0604
To £100K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Risk Models specialist skilled in Market OR Credit Risk Models & Model Governance to assess model robustness and performance across business lines. You will undertake audits of all aspects of risk management & models, to provide independent assurance over the Group’s internal

XVA Quant Analyst (Ass-VP)

London
QAX-0506
£80-110k base, plus Front Office Bonus and Benefits

A world leading Financial Services Group seeks to hire a junior Quant Analyst to join their growing XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity to join

XVA Quant Analyst – Model Risk

London or Singapore
XVMV-1204
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank in Singapore, seeks to recruit an experienced Quant Analyst to join its model risk department to cover XVA. Based in either Singapore or London, you will get to work on cutting edge models in a highly quantitative global environment.

KEY RESPONSIBILITIES:

  • Review the Front Office pricing models for XVA calculations
  • Develop benchmark implementations and alternative models in

Snr Model Validation Quant Analyst - IR / FX / XVA (VP-Dir)

Singapore
MVQA-0603
SGD Highly Competitive Salary Package

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, with strong C++ programming skills, for a permanent role in Singapore. You will get to work on Structured Derivative products, across multiple asset classes and XVA models. This is an excellent opportunity to work in a low-tax country and be exposed to highly quantitative models across the