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Model Risk - Advisory

  • : £75,000 to £100,000
  • : Permanent
  • : London
  • : Consultancy

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Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management



Job Specification

My client is a leading global consultancy seeking a Valuations specialist with expertise in the financial modelling and methodologies used in the valuation of complex products including Derivatives.

The role is ideal for somebody with the following skills:

  • Good modelling skills, ideally with hands-on experience of valuation models including complex/hybrid products.
  • Good understanding of complex financial derivative products
  • Broad Market knowledge with expertise in how Valuations Models perform – what is fit for purpose and making sure the model is in line with the market.
  • A good understanding of model governance including development
  • Excellent communication skills.

Ideal / likely background:

  • Valuation Methodology
  • Model Risk Management
  • Model Governance

Your role

  • The successful candidate will provide expertise to a full range of Buy-side clients (including Asset Managers, Hedge Funds, Pension providers and leading Insurance brands) as well as assisting some internal projects.
  • You will help to provide a quality service to clients by helping in the process through reviewing, developing and improving Instrument Valuations and Valuations Adjustments.
  • You will be able to provide expertise and advise in the engineering of independent price testing methodologies for new products and the ongoing review of valuation methodologies underlying model and liquidity reserves.
  • You will review potential Front Office marking methodologies and valuation adjustments for different product & model combinations
  • You will be responsible for Independent Price Verification Quality Assurance making sure that policies and methodologies are consistently applied across products and regions

Technical experience

  • MSc or PHD in a quantitative discipline is essential
  • Experience in model validation and / or quantitative risk management with exposure to derivative products
  • Experience working in close proximity to valuation methodology, traders or quants to address valuation issues

Requirements

  • Proven experience in any of the areas mentioned above
  • Experience in complex products including Hybrids / Exotics
  • Strong communication, presentation, influencing and negotiation skills demonstrated across boundaries, locations and multiple layers of an organization
  • Demonstrated ability to win trust and respect of senior stake-holders
  • Adept at working in a fast-paced, high-energy level environment

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