A global bank are looking to add an Associate level Risk Model Validation Analyst to their International Validation team in their London office.
Primary responsibility is to conduct model validation, including model risk analysis, of all internal Risk Models developed in the bank. As a part of the global responsibilities, independent model validations of in-house Risk Models used for assessing the stability or business continuity of the bank from the view point of capital planning and capital adequacy, liquidity adequacy, recovery and resolution planning, appropriateness of Risk Appetite and routine risk management.
Skills, experience, qualifications and knowledge required:
Essential
- At least 1 year of working experience in a quantitative environment
- A postgraduate degree in a quantitative discipline
- Established experience in quantitative financial models
- Strong implementation skills (Python/C++)
- Strong verbal and written communication skills in English
- Self-motivated work attitude
Desirable
- Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models, Stress Testing models)
- Familiarity with econometrics and general statistics
Please contact Bradley Handelaar at Eames Consulting to discuss in further detail.
