Model Validation Jobs

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Front Office Cross-Asset Quant (AVP or VP), London

London
CAQ-0505
£££ Excellent Salary Package

The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge exotic derivatives & cross-asset products.

In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for Rates, FX, Credit, & Equity and

Model Validation Quant, Risk Models (VP-Dir) Frankfurt

Frankfurt
MVR-1004
€€€ Excellent + good bonus environment.

The Model Risk team at this large global investment banking group actively manages model risk in line with the bank's risk appetite and performs independent model validation to the model development process and encompasses model governance, control and model performance monitoring.

They now seek a bright, hands-on quant with strong modelling experience to conduct validations of in-house Risk Models used

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:

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