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AVP Model Validation – Market Risk, Pricing Models, Stress Testing

Quant Jobs
  • London
  • £60k - £80k
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My client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA model risk management team.  You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office areas. You will be part of an expanding team of 4 who will focus on the validation of the firms various internal models, covering traded risk (market and CCR), pricing, valuation/XVA and stress models.

The model risk team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams, and group model risk.  The team also collaborate on developing and maintaining model governance, remediation tracking and ad-hoc regulator requests.

To be successful in this role, you should have a strong background in quantitative risk management either as a model developer, validator or consultant. You should also be a self-starter with excellent analytical, communication, and interpersonal skills.  Prior experience working at an appropriate level within market/counterparty/stress/XVA risk modelling of valiation in a financial institution or consulting firm is essential.



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