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AVP – Model Risk & Validation
If you want broad quantitative exposure and genuine ownership, this role offers both. You’ll take responsibility for the end-to-end model risk management process for a defined subset of models within a wider inventory, covering validation, ongoing monitoring, change reviews and the communication of findings to senior management.
We are working with a major financial markets organisation to hire a Senior Model Risk Analyst. The model inventory spans market risk, liquidity risk and initial margin, giving you the chance to work across different methodologies and collaborate directly with the people developing, using and overseeing the models.
You’ll assess model design and assumptions, benchmark results, review backtesting and stress testing, and evaluate proposed changes and calibrations. Where you identify weaknesses, you’ll explain the risk and recommend practical improvements. You’ll also use Python to develop tools that strengthen validation and monitoring.
This role will suit someone who enjoys technical depth, asks incisive questions and wants to see their work influence how models are managed.
You’ll bring:
- An MSc or PhD in mathematics, statistics, quantitative finance or a related field
- Experience in model validation, quantitative analysis or risk analytics at a level commensurate with this role, including the ability to lead complex model reviews independently.
- Strong knowledge of market risk, liquidity risk or initial margin models
- Python and SQL skills, plus an understanding of option pricing, statistical risk modelling, backtesting and stress testing
- The ability to present complex findings clearly to technical and non-technical stakeholders
Experience with exchange-traded derivatives or an FRM, PRM or CFA qualification would be useful.
This role is 5 days per week in the office.
If you’re ready to own a meaningful part of a model risk inventory while continuing to broaden your technical experience, I’d be pleased to tell you more.
Barclay Simpson - global leaders in Risk recruitment: https://www.barclaysimpson.com/specialisms/risk-jobs/
Job listing posted by Barclay Simpson: https://www.barclaysimpson.com/job/sn-44956/avp-model-risk-validation/
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
