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Model Validator

  • : £80,000 + Bonuses
  • : Permanent
  • : London
  • : Digital Bank

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Risk Models Regulatory Compliance Operational Risk Model Validation Risk Governance Quantitative Risk VaR Stress Testing



Job Specification

Up to £80,000 including Bi-Annual Bonus and Signing on Bonus paid in Equity.

I am working with a rapidly growing digital banking firm who are currently seeking Model Validators for validating risk models.

Ideally you will have experience in risk governance, risk culture and controls.

Outcomes:

  • Perform technical review of risk and pricing models. Main focus areas are assessing the conceptual soundness of a model as well as the compliance with regulation and performing quantitative analyses & independent testing
  • Writing high quality, detailed validation reports. These include a model risk assessment and recommendations for model improvement.
  • Your model scope is broad and includes: regulatory and economic capital, market, credit and operational risk models such as safeguarding reconciliations, VaR, stress tests, IRRBB, EaR, EvE, client behaviour models, models used for Risk Appetite Framework etc.

Competencies:

  • Your model scope is broad and includes: regulatory and economic capital, market, credit and operational risk models such as safeguarding reconciliations, VaR, stress tests, IRRBB, EaR, EvE, client behaviour models, models used for Risk Appetite Framework etc.
  • At least 2 years of relevant work experience in a quantitative role in the financial industry (e.g. modeller, model validator, quantitative risk manager, quant developer, quantitative consultant) and/or in related research

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