Model Validation Jobs

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Credit Model Val Quant (PD-LGD-EAD), London (AVP)

London
CRMV-1203
To £90k + Bonus + Benefits

This Global Wholesale Banking group seeks to recruit a Credit Risk Model Validation team in London. Covering Wholesale banking (Loans, etc.), you will review new and existing AIB models used by risk management for capital, stress testing, etc. This is an excellent opportunity to join a growing firm working on state of the art models!

KEY RESPONSIBILITIES:

Interest Rate Model Validation Quant (AVP), London

London
IRMV-1203
Highly Competitive Salary Package

This Global Investment Bank seeks to recruit an Interest Rate Quant to join its Model Validation team in London. Covering the global business, you will review derivative pricing models used by front office and provide assistance on all model related issues. This is an excellent opportunity to join a growing firm working on state of the art models!

KEY RESPONSIBILITIES:

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

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