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Director of Model Validation | London

  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £120000 per annum
  • Job reference: CRHS10012018181561
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 05/02/2018
Director of Model Validation for Leading Global Investment Bank | London

Description

This leading European Investment Bank is looking to add a director level model validation quantitative analyst to their already strong group. The position has been made available by internal promotions within the function, highlighting the career progression available.

The role will focus on the validation of Market Risk models working across a portfolio which is renowned as being one of the strongest in the market. The role will report directly into the Head of Model Validation and will have to liaise closely with the model development and counterparty risk functions.

Ideal Candidates will have....
  • PhD in a mathematical / statistical subject
  • Experience working within a model validation / development function
  • Strong understanding of mortgage / commercial lending modelling
  • Excellent communication skills
  • Strong IT skills
  • SAS / MATLAB / C++
Benefits
  • Generous Annual Salary
  • 27 days holiday
  • Annual public transport pass 
  • Relocation Package if applicable
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