Model Validation - Risk Manager

Recruiter
B&FS Risk
Location
London, United Kingdom
Salary
75000 - 100000
Posted
25 Sep 2022
Closes
29 Sep 2022
Ref
1477779
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Description:
  • Perform independent validations of the initial margin models, pricing models, credit rating models, stress test scenarios, liquidity risk framework and related risk procedures.
  • The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit.
  • Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and corresponding remedial actions.

Key requirements:
  • Minimum 5 years of working experience in financial services where the work was directly related to model design and testing, model validation and / or model risk management.
  • Clearing and exchanges knowledge, including regulatory framework, is an advantage.
  • Hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics.
  • Perform quantitative testing and analysis which will feed in as input to the Independent Model Validation deliverables.
  • Master in Quantitative Finance, Mathematics, Physics, Engineering or Finance.
  • Proficiency in writing codes in VBA, R and/or SQL.
  • Highly motivated, able to work independently, leadership experience and must be able to challenge the business in a professional manner.

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