Senior model validation contractor Senior model validation contractor …

Eximius Finance
in London, United Kingdom
Contract, Full time
Last application, 20 Sep 21
800 - 900 per day
Eximius Finance
in London, United Kingdom
Contract, Full time
Last application, 20 Sep 21
800 - 900 per day
Posted by:
James Thompson • Recruiter
Posted by:
James Thompson
Recruiter
A leading bank is looking to hire a senior model risk specialist looking at pricing and risk models based in the London team.

- Independently validate, test, and challenge pricing and risk models (across asset classes), including stress testing models used for capital, stress loss or RWA projections (ICAAP and RRP)

- Produce written model validation reports using Firm’s approved tools and templates

- Engage with reviewers in other locations, model developers and owners and communicate the validation outcomes with the relevant stakeholders

- Adhere to the Firm’s global standards for model validation and review and actively participate in the model risk management processes

The successful candidate:

- Experience in validating pricing and risk models (across asset classes) including assessing conceptual soundness, testing and writing the validation reports

- Good understanding of stress testing methodologies as well as UK and EU regulatory requirements (ICAAP, PRA, EBA)

- Familiarity with Python, R or MATLAB

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