Model Validation Jobs

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Senior Quant, SIMM Model Validation (VP), London

London
MVSIMM-0602
£££ Highly Competitive Salary Package (Total to £200k)

Our client, a leading Investment Bank, seeks to recruit a senior (VP) Quant Analyst to join its model risk department to play a lead role across Credit & XVA. Based in London, you will work on the validation of derivatives pricing models and assessment of all associated model risk. This is an excellent leadership opportunity to work on cutting

Lead Quant Analyst – XVA, SIMM, CCR (Director), Sydney

Sydney
LQA-2301
To AUD 300k base + Super + Bonus

The global Quant Research team at this global investment bank applies specialist methods from mathematics, science and engineering to generate revenue. They work on data, models, and algos for derivative valuation and risk, automated trading, and data-driven decision-making.

They now seek a Senior Quant to lead cross-business modelling across the front-office, manage a small team of quants, and collaborate with stakeholders

Snr Model Risk Audit (VP), FCC, Basel Credit Models, Data

London
SMRAM-2610
To £140K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Credit Risk Models specialist skilled in [One of] Credit risk modelling, Basel models, FCC/Financial Crime Compliance models, Op Risk modelling, Data analytics/econometric modelling, Stress testing. You will undertake audits of all aspects of risk and models, to provide independent assurance over the