1 to 25 of 27 Model Validation Jobs in London

Job Purpose The successful candidate will report to the Head of Model Validation. The purpose of the role is to act as the second line of defence on model risk and to validate the models used in the Bank. The role is an essential part of the Model Validation team. The team’s remit covers all models including a wide range of pricing and risk models. The team is expected to look beyond checking the correctness of the model from a mathematical and implementation perspective. It is essential to provide a robust challenge to modelling … assumptions and to review market applicability issues and appropriateness of data and calibration. Key Responsibilities Model Validation focused on pricing models Validate cross asset class front office pricing and XVA models. Validate the models from a conceptual soundness and implementation perspective. Review the applicability (i.e. the strengths, weaknesses 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 »

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 »

Role Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management. Key Responsibilities: Independent Review: Conduct independent reviews and challenges of models. Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if necessary. Reporting: Produce … high-quality validation reports, highlighting limitations, weaknesses, and assumptions. Technical Development: Stay updated with new modelling and validation techniques; contribute to technical presentations for team development. Stakeholder Management: Support the team lead in liaising with model owners, provide high-quality input to modellers, ensure open communication with … stakeholders, and uphold the Group Model Risk Policy. Decision-making: Independently manage projects, interpret deviations, take corrective actions, measure KPIs, and adhere to timelines. Person Specification: Quantitative Skills: Expertise in model validation and risk management, with knowledge of regulatory requirements. Qualitative Skills: Strong leadership and influencing abilities. more »

as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute to specific model development/remediation projects; Follow rigorous analytical solution and documentation processes and quality standards; Ensure output compliance with … internal and Regulatory requirements; Support engagement with key stakeholders (e.g. Business Model Owners, Model Validation teams, Model Risk teams etc); and Support internal model governance processes; Skills and Experience required; Credit Risk/IRB Modelling expertise is essential; collaboration and communication skills; Critical thinking skills more »

as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute to specific model development/remediation projects; Follow rigorous analytical solution and documentation processes and quality standards; Ensure output compliance with … internal and Regulatory requirements; Support engagement with key stakeholders (e.g. Business Model Owners, Model Validation teams, Model Risk teams etc); and Support internal model governance processes; Skills and Experience required; Credit Risk/IRB Modelling expertise is essential; collaboration and communication skills; Critical thinking skills 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 »

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 »

AI Prompt Engineer and Large Language Model Specialist London (Hybrid) Up to £105k basic + Excellent Bonus & Benefits About Us: My client is at the forefront of artificial intelligence and machine learning technologies with a team of passionate and highly skilled individuals dedicated to pushing the boundaries of what … is possible with AI. Job Description: AI Prompt Engineer and Large Language Model (LLM) Specialist to join our dynamic team. In this role, you will develop, test, and deploy state-of-the-art language models for a wide range of domains and tasks. You will also design, develop, test … LLMs. Prototype LLM scenarios for user testing purposes. Lead cross-functional teams to deliver features in an iterative manner. Develop automated processes for predictive model validation, deployment, and implementation. Influence the AI/ML stack like Feature Stores, Model Stores, and automated MLOps to maximize value from more »

RRP and TWD scenario is recognized, measured and managed across the firm on a sustainable basis, including application of quantitative and qualitative techniques Document model assumptions and work with Model Validation Group (MVG) to get the models validated including periodic review of assumptions Collaborate with other teams … Risk (e.g. Stress Testing Group) to deliver and continuously comply with the TWD and RRP requirements Involvement in strategic IT development and UAT on model implementation and policy changes Support annual regulatory deliverables including ILAAP, Recovery Plan, Funding in Resolution Playbook Role Requirements Ideally experience from an Investment bank … profiles of their associated securities products (for example derivatives; prime brokerage; secured funding and structured lending) Strong modelling skills/stress testing – able to model resolution scenarios where you are analysing what part of the bank will be run down and what will not. Good IT Literacy, with a 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 »

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 »

have appropriately been complied with. Requirements 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 »

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 »

and translating them into therapeutics. Principal Computational Biologist key responsibilities: – Lead the ‘advanced modelling’ workstreams, and be the point of contact and a role model for advanced modelling within the company. – Maintain strong domain knowledge of leading ‘omic and ‘big data’ computational methods – Drive experimental design & modelling of phenotyping more »

Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000 I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London! Responsibilities: Spearhead advancements in analytics automation and the delivery of new reporting processes. more »

for a Capital Analyst to join the Actuarial function. Key responsibilities will include, supporting in the parameterisation and development of the capital models including model validation and data quality assessments and ORSA reporting. You will need: To be working towards your Actuarial Exams 2-3 years previous experience more »

there will be ample opportunity to be involved in a variety of CAT/EM project initiatives dependent on your interests and skillset, including model validation & upgrades, event response etc. Working in a dynamic and fast-paced environment within a large team with a highly collaborative and supporting more »

analytics, working across multiple lines of business. The successful candidate will have ample opportunity to be involved in exciting initiatives such as Research & Development, model validation and project work on an ad-hoc basis as well as helping shape the future development and build-out of this new more »

Data Scientist Opportunity in London Position Overview: Join our dynamic team in shaping the data strategy for a prominent European retail chain. We're seeking a proactive and adaptable Data Scientist who is passionate about leveraging data science to address more »

Senior Quantitative Researcher - Volatility A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Vol desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential more »

Quantitative Researcher - Vol Pricing A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Vol desk. In this role, you will be responsible for the development and review of pricing models more »

a Lloyds of London insurer, seeking a Quantitative Risk Analyst . This individual will report directly to the senior risk actuary and support the validation of the internal capital model. Candidates from a capital background would be highly desirable alongside risk candidates with exposure to validation . Key … Responsibilities: - Significant interaction with the capital modelling team, conducting validation testing and analysis - Development of the stress and scenario tests, in relation with the actuarial team and other relevant functions - Maintain regulatory reporting i.e ORSA - Key stakeholder engagement Requirements: - 1+ Year within London market/General Insurance - Strong grasp … of capital modelling/validation testing - Strong communication skills needed when liaising with stakeholders - Numerical/statistical degree is desirable Hybrid work model is on offer more »

have several Systems Engineering positions available across our various departments and these roles can specialise in any of the following areas: MATLAB/Simulink Model-Based Systems Engineering (MBSE) Systems Integration Systems Design Electro-Optics/Infrared (EO/IR) Simulation Modelling Validation and Verification (V&V) Algorithm more »

the office (May be flexible) 📌 Salary: £45,000 - £70,000 + 15% bonus A specialist challenger bank are looking for a Senior Credit Risk Model Development Analyst to lead their team… and what a company to join! They supports underserved segments of the mortgage market and have done for … something transformative that will have a major impact. As the company and team grows, so will you! Anyway, the role! You will undertake analysis, model development and monitoring for the IRB, IFRS9 and other Models for the whole bank. You will work with the Model Manager in the … approved IFRS 9 models. So, if you have experience in: Strong SAS & SQL coding skills Advanced mathematical, modelling and quantitative analysis Previous experience of model building or validation, quantitative analysis and data manipulation Experience working effectively with Internal and External Audit (desirable) Experience working in an IRB or more »