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Senior Manager- CVA, FX and Rates Model Validation

  • Location: London
  • Salary: up to £140k
  • Job type: Permanent
  • Job reference: SNCVAMV
  • Sector: Quant Analytics
Job Description

We are working with a major global financial services group who exist at the centre of the global financial markets.  As the firm continues to grow in size and services, key strategic hires are needed to help strengthen its internal governance.

The model validation group is a central function which has the responsibility to validate and risk manage various risk, pricing, margin, stress testing and forecasting models used across the groups various entities.  Following numerous acquisitions and new business launches, plus ongoing regulatory pressure to strengthen the firms overall risk management capabilities, the team is expanding significantly. As a result they are looking for several hires, one being the lead (Director equivalent) for CVA, FX and Rates. This would involve setting up almost from the ground up the model risk and validation framework and team for commodity and equity products across the group. This would be in line with the existing group model risk framework. 


Applicants should possess significant experience working as  quantitative analyst within a large financial services business, with strong knowledge of CVA modelling, with ideally some exposure to Rates and FX.  You should have a good, broad knowledge of internal risk models and good coding skills within a professional environment (Python, R, C/C++, SAS).

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