Accessibility Links

AVP Risk Model Validation - Global Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Job reference: 385083/001_1550051192
  • Sector: Selby Jennings, Risk Management
  • Date posted: 13/02/2019

Responsibilities will include:

  • Primarily responsible for the validation of the models used to manage the bank's risk models.
  • First-rate and thorough testing of the bank's broad range of traded risk models.
  • Expected to contribute continuously to the improvement and efficiency of the bank's risk and pricing models.
  • High-quality documentation and reporting of the model validation, to be used in meetings with senior stakeholders and financial regulators.
  • Ensure that all activities and duties are carried out in full compliance with regulations and company-wide Risk Policy.
  • Challenging the existing Risk pricing models and the monitoring proposed by the Front Office.

Essential skills and experience:

  • Postgraduate degree in a relevant quantitative/mathematical discipline.
  • A desire to obtain a deep understanding of a variety of financial modelling approaches, and their respective
  • strengths, weaknesses and appropriate applications.
  • Strong programming experience and familiarity with languages such as Python, C++, MATLAB or R.
  • Strong communicative skills and an ability to explain complex mathematical/quantitative ideas to a range of audiences in a variety of circumstances.
  • High standard of written communication in the documentation and reporting of the model validation.
  • The ideal candidate will have a highly logical thought process with a strong attention to detail and an ability to work collaboratively in a high-pressure, dynamic environment.
Similar jobs
Front Office Market Risk Quant - VP
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A top multinational investment bank is growing its all-star risk modeling team that is responsible for best-in-class market risk (VaR) and market risk capital modeling (IRC, CRM)
Quant Analytics Strategist - AVP
  • Job type: Permanent
  • Location: New York
  • Salary: COMPETITITVE
  • Description A Top International Investment bank is currently building out their Quant Analytics Strategy team and is looking to fill an AVP level opening! This is a high exposure team
Corporate Treasurer
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$200000 - US$250000 per year
  • Description A top multinational consumer electronic company is currently looking for an innovative Treasurer to lead its treasury function. This industry leading firm is known for its strong working culture and
Director Credit Risk Modeling
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description Responsibilities: Develop stress testing and macro-economic forecasting models that meet the international regulatory and accounting requirements Develop and maintain credit models for the corporates
Front Office Risk Manager - Energy - London
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Front Office Risk Manager - Energy - London Global leading energy trading seeks front office risk manager to work closely with the energy trading desks and head of front office risk to direct the