Looking For New Opportunities?

Quantitative Analyst - Risk Models

  • : £60,000 - £80,000
  • : Permanent
  • : London
  • : Risk Management | Model Validation

APPLY NOW


Share This Job

Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models



Job Specification

Our client is a major banking group based in the city and they are seeking a Quantitative Analyst to join their quantitative risk team within Model validation. The group is responsible for independently validating the integrity and comprehensiveness of Risk Models & Pricing Models across the organisation globally, with added remit of managing Model Risk.

Your Role

  • Will be to conduct model validation, including model risk analysis, of all internal Risk Models across the organisation.
  • Discovers and diagnoses modelling related risks including input data, assumption, concept, methodology, process and implementation
  • Discusses validation results with model owners and governance team to gain consensus and create strategies to implement changes if needed
  • Review model documentation and conduct test runs on model codes

Your Background

  • A minimum of 2 years working experience in a quantitative environment
  • A postgraduate degree such as a PhD (or equivalent) in a quantitative discipline
  • Established experience in quantitative financial models
  • Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models, Stress Testing models)
  • Familiarity with econometrics and general statistics
  • Strong implementation skills (Python/C++)
  • Strong verbal and written communication skills in English
  • Self-motivated work attitude

APPLY NOW

 

People Also Viewed

Pricing - Quantitative Analyst

  • : £75,000 - £100,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Pricing Models Quant Modelling

 


Model Risk - Advisory

  • : £75,000 to £100,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management

 


Software Model Developer – Transaction Services

  • : £55,000 - £75,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Software Developer Model Developer Financial Derivatives Valuations

 


Quantitative Analyst - Risk Models

  • : £60,000 - £80,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models

 


Valuations and IPV Model Specialist - VP Buyside

  • : £80,000 to £100,000 + Benefits & Bonus
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Valuation Methodology Valuation models Quant Analyst Model Validation Model Review Model Development IPV Independent Pricing Verification Asset Management Investment Management Fund Management

 


Senior Manager - Valuations

  • : £75,000 - £100,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Valuation Model Governance Risk Management Financial Instruments

 


Can't find the role that you are looking for?

Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.

If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.

Contact Us

Follow Us

Maxfield LinkedIN Maxfield Twitter Maxfield Facebook

© 2009 Maxfield Search. All rights reserved