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Model Validation Manager

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Salary £100k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/27900
Contact Tim Holbrough
Date posted 23-01-2018

Leading Investment Bank seeking a Model Validation Manager to join their London office.

Key responsibilities:

• Review / formal Validation of Risk (VaR, Stress and Counter-party Credit Risk models) and Capital models, as well as vanilla fixed income pricing models
• Inform and update on an on-going basis best practice development and evolving regulatory standards for Risk models
• Present and defend validation work to key stake-holders in risk and other control function.

Skills/ Experience required

• Previous relevant experience in Risk model Validation / Development.
• Masters/PHD in a numerical discipline is desirable
• Effective communication skills; both verbal and written English
• Experience in liaising with sales & Trading
• Knowledge of VaR methodology
• Knowledge of programming languages and statistical tools such as, Java, MATLAB, Python

For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com

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Contact Tim about this job

AVP, Consultant