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Quantitative Analyst - Risk Models

  • : £55k - £65k
  • : Permanent
  • : London
  • : Risk Management | Model Validation

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

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