1 to 25 of 67 Model Validation Jobs

What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »

Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified through those activities. They must have hands on experience of validation and expert level knowledge of validation of models according to the UK regulations (CRR and SS 11/13) and industry best practice. We have vacancies … have retail banking credit systems experience. Must have Experience A track record of validating credit IRB models within retail banking. Experienced in reporting of model risk to management. Good verbal and written communications skills. Knowledgeable in interpreting the CRR and Supervisory Statements (SS 11/13),Knowledgeable in IFRS9. more »

What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk … Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management … teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in collaboration with the MHSC MR and MHSC RA teams (based in Tokyo) on model implementation, assumption and validation topics. more »

key component of this role will be working closely with the Syndicate Chief Risk Officer and the Risk Actuary with regards to the independent validation of the internal capital model for the Group’s Lloyd’s syndicates. Role Responsibilities Undertaking validation testing and analysis, across all test … types and test categories, involving significant interaction with the capital modelling team. Assisting in the production of the annual Internal Model Validation report and any deep dive/thematic review reports required as part of the annual validation cycle. Involvement in the development, analysis and coordination of … stress testing) in conjunction with the Actuarial Function and the wider business. Assisting in the production and maintenance of the annual testing plan, the validation testing tracker, the capital modelling data requests tracker, and the validation findings log. Liaising with the Capital Modelling team on all aspects of more »

Model Assurance Framework Engineer Job Description: As a Model Assurance Framework Engineer, you will be tasked with designing, implementing, and maintaining a robust framework to ensure the quality and reliability of our models. You will collaborate closely with our development teams to integrate best practices and standards into … the model development lifecycle. Your responsibilities will include working alongside cross-functional teams to establish processes and methodologies for validating models, identifying risks, and implementing mitigation strategies. Additionally, you will contribute to the continual enhancement of our model assurance framework by remaining abreast of industry trends and emerging … technologies. Key Responsibilities: Develop and implement a comprehensive model assurance framework to guarantee the accuracy, reliability, and compliance of our models. Collaborate with stakeholders to define requirements, establish standards, and design processes for model validation and verification. Design and automate test cases, scripts, and procedures to assess more »

The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by the bank in EMEA. This includes, among others, risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and Front … Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board MAIN PURPOSE OF THE ROLE Independent model validation of quantitative methodologies, both … initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc. ) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger more »

managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards. Our team is work together in collaboration to deliver a variety of assignment and … initiatives. You’ll be someone with Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas. Significant credit risk experience gained ideally from a major financial institution more »

have the opportunity to work with our business areas and leadership teams on a range of different insurance product and risks. DLG's Internal Model is an approved, solvency model fully integrated with the Group's risk management framework, which is widely used across the business to assist … for optimisation of capital. You'll take an active role in all of DLG's capital modelling processes, including the operation, parameterization, documentation and validation of the Internal Model and you'll take ownership of certain components of the IM. What else you'll do: Plan and deliver … positions for the DLG's core capital measures including developing and maintaining models used for estimation and forecasting, communicating key movements, and presenting to model stakeholders Support the delivery and execution of capital application projects like reinsurance purchase, investment strategy, capital allocation, risk appetite review including strategic M&A more »

in an expansive role with the opportunity to grow within in a renowned investment banking corporation. The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and market risk, capital … models, AI models, etc.), adhering to regulatory standards and industry benchmarks. The validation process often necessitates an independent deployment of the models and the creation of alternative challenger models. The successful candidate will have an MSc in Quantitative Finance, Mathematics or a relevant area, professional coding ability in Python … and around 5 years experience in either model development or validation across either pricing or risk modelling. more »

Model Risk Oversight Manager- Yorkshire (Hybrid)- up to £75K My Client is on the search for a Model Risk Oversight Manager for a permanent position in Yorkshire. The candidate will act as a subject matter expert on all model risk thematic reviews to support the delivery of … The reviews will cover (but is not limited to) the IRB Rating system, Retail Credit, ALM and Finance Models. Apply technical knowledge to ensure model risk is managed through the effective review of model design, periodic validation and model use. Key Responsibilities: • Act as a subject … matter expert and take the lead to deliver the thematic Model Risk reviews. Apply expertise to conduct reviews which deliver insightful, accurate and meaningful findings to support the 2LoD Model Risk Oversight Business Partner in understanding key model risks. • Responsible for leading the engagement with key business more »

Job Title: Model Risk Oversight Manager Salary: £70,000 per annum Working Model: Hybrid working Contract Length: 12-month FTC, with the possibility of becoming permanent Location: Leeds Act as a subject matter expert on all model risk thematic reviews to support the delivery of the Prudential … The reviews will cover (but are not limited to) the IRB Rating system, Retail Credit, ALM and Finance Models. Apply technical knowledge to ensure model risk is managed through the effective review of model design, periodic validation and model use. Ensure reviews consider alignment with market … best practice, regulatory requirements and Group policies. Act as an enabler for the business to better understand and manage their model risk, providing advice and challenge to 1st line risk teams through impactful and highly influential engagement up to Chief Officer levels. Commercial Responsibilities: Interactions with Group Risk Committee more »

projects. Desirable Skills/Preferred Qualifications: Preferred qualifications include an MBA, CA, Masters in Statistics, Economics, Finance, or Engineering. Prior experience in Credit Risk Model Development or Model Validation within the banking or financial industry. Proficiency with Data Analysis tools such as SAS, Python, and MS Suite more »

across multiple platforms. Deploy models to NVIDIA hardware, writing custom C++ and CUDA code as needed. Leverage cloud tooling and infrastructure to create repeatable model optimisation and deployment workflows. Design and implement metrics for model validation and continuous monitoring in production. Engage with team members and colleagues more »

art machine learning models and architectures in support of behaviour planning and decision making for autonomous vehicles. Create and curate datasets for training and validation of machine learning models. Design and develop high quality inference APIs, and support integration of deployed models into Oxa Driver™. Build cloud tooling … and infrastructure in support of experimentation, evaluation and deployment workflows. Design and implement metrics for model validation and continuous monitoring in production. Engage with team members and colleagues throughout the business to create an environment that supports collaboration and mutual understanding. Contribute to hiring and onboarding by defining more »

Plan (BEP). • Providing Building Information Modelling (BIM) authoring support to the project, using the appropriate technology as prescribes in the Delivery Team BEP. Model authoring - ability to author BIM models to support BIM maturity and supporting activities within design packages as defined in the project Responsibility Matrix. • Linking … the Information Exchanges within the CDE solution. • Producing high quality – families, objects that are parametric based and suitable for the native authoring platforms. Supporting model and content management activities to support digital re-use objectives. Contributing and ensuring model content is appropriately developed and supporting the configuration management … outlined in the Business Unit Project Information Standards. • Referencing as necessary and applying the BIM Production Methods and Procedures (PM&P) workflows. • Ensuring that model ‘level of information need' is aligned with the project responsibility matrix and is appropriate to the project stage. • Ensuring the project team meets the more »

maintain and deliver advanced analytical models, to support Climate Change and Financial Crime, employing relevant statistical techniques and adhering to current modelling standards and validation regulation. You will also support the wider Retail Financial Risk Modelling to embed machine learning into models. You’ll need to plan effectively and more »

a motivated Systems Engineer to contribute to complex and high-profile programmes. This role, based at Raytheon's Harlow facility with a hybrid work model, provides the chance to work with changing technology, grow your skills, and play a vital role in global security. Key Highlights: Cutting-Edge Technology … technology. Global Impact: Contribute to projects that enhance global security. Professional Growth: Access professional development opportunities in a challenging and rewarding environment. Main Duties: Model, simulate, and assess weapon systems throughout the systems engineering lifecycle. Support a model-based systems engineering approach to weapon system development. Assist in … the design development of complex systems. Support model validation activities. Candidate Requirements: Essential: Demonstrable experience with MathWorks toolsets such as MATLAB and Simulink. Keen analytical approach to solving complex problems. Working knowledge of requirements allocation and decomposition. Well-developed understanding of testing methodology for both simulations and real more »

patterns, trends, and opportunities for optimisation. Develop and implement advanced machine learning models for predictive analytics. Conduct statistical analysis and hypothesis testing to validate model performance and make data-driven recommendations. Collaborate with data engineers to integrate data from various sources and ensure data quality and consistency. Create data more »

FSI In addition to day-to-day analysis tasks, other responsibilities may include: Communicating analysis results through production of clear, concise reports & presentations Applying model V&V techniques whilst adhering to quality assurance procedures Representing the wider business at national and international conferences Who Are We Looking For? We … characterisation and calibration of material models and equations of state Testing techniques used to obtain mechanical material property data Experimentation for the acquisition of model validation data PLM and CAD systems - Siemens Teamcenter and NX are particularly desirable Linux based HPC systems and batch submission systems Use of more »

TensorFlow (and/or Keras), scikit-learn, and related tools, coupled with a strong command of Python. Robust analytical and mathematical abilities essential for model development and validation. Exceptional problem-solving skills capable of tackling intricate challenges. Effective communication abilities vital for collaboration, along with the capacity to thrive more »

support the development of advanced RNA medicines for one of the most pressing healthcare challenges of our time. The role will support discovery and validation data analysis within a functional genomics and imaging team, with a sharp focus on generating novel target recommendations, validating them in models (including actual more »

algorithmic trading strategies, focusing on options Conduct quantitative research and strategy development Support trading desk with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options … bonuses Comprehensive benefits package including healthcare, dental, vision, and retirement planning 30 days of holiday and free lunches when in the office Hybrid working model Regular company events and social activities Corporate and Social Responsibility program with charity fundraising matching and volunteer days more »

world's, top (re)insurers, who are looking for a CAT Modeller to join their Data & Analytics team. Key Responsibilities: Catastrophe Modelling Data Analysis Model Validation Risk Assessment Documentation and Reporting Research and Development Required Experience/Qualifications: Bachelor's Degree in relevant field (mathematics, statistics, natural sciences more »

An ability to work as part of a team and with multiple stakeholders Desirable knowledge and experience for these roles are: Experience of FE model validation and updating Understanding of data acquisition and signal processing What Will You Get From Us? As part of our People Promise, AWE more »

Risk A Market Leading Trading Firm is hiring a Senior Quantitative Engineer to work directly with researchers and traders building risk models and maintaining validation infrastructure. Offering opportunity for fast paced progression and chance to innovate the frameworks upon which the trading algos are based, tuning critical software services more »