Model Validation Manager - VP
- Employer
- Alexander Ash Consulting
- Location
- London, United Kingdom
- Salary
- 100000
- Closing date
- Aug 27, 2022
View more
- Job Function
- Banking
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Your key responsibilities
Your skills and experience
- Supervision and management of junior reports supervising and reviewing their validation work.
- Responsibility for the specification and implementation of group policy and regulatory requirements for Delta EVE IRRBB modelling.
- Assessing, analysing and test derivative models for pricing, risk management and Delta EVE calculation for IRRBB of Treasury products
- Testing pricing models for the purpose of end of day pricing and regulatory scenario stress testing
- Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation
Your skills and experience
- Experience in a Model Validation, Front Office Quant role or other relevant quantitative finance role
- A deep understanding of derivatives pricing models and a strong interest in financial markets demonstrated by qualifications and experience
- Understanding of and experience with Treasury models for savings deposits, residential mortgages and consumer and business loans
- Experience of coding in a managed codebase, familiarity with code versioning systems, project management systems, unit testing, Python scripting is an advantage
- An understanding of regulatory requirements and audit oversight for valuation/Treasury modelling an advantage.
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert