Model Validation Analyst

  • Standort

    London, England

  • Branche:

    Banken & Finanzen

  • Vertragsform:

    Festanstellung

  • Gehalt:

    £50000 - £650000 per annum + Car allowance

  • Kontakt:

    Gorgui Niass

  • E-Mail:

    trdaxtraadresp@thesrgroup.com

  • Referenznummer:

    PR/208472_1649758980

  • Online:

    etwa 1 Monat

  • Ablaufdatum:

    2022-05-12

WHAT YOU WILL BE DOING

Join our community


To support the model risk management, our team performs model risk assessments, checking the data used, theory, implementation, performance, and use of the model. Our team produces technical reports and presentations that are presented through governance. In addition, tools and libraries are internally developed.

The scope of models is diverse covering, Valuation: Fair Value, FVAs, AVAs, XVAs, Counterparty Credit Risk: PFE, LGD, Initial Margin Pension Risk: Liability valuation, VaR, Stress test & operational Risk.

The difference you will make

  • Validating a wide variety of models following word ethics of the department and meeting deadlines.
  • Reviewing and producing technical documentation.
  • Keeping an eye on latest regulation, modelling approaches, techniques, and tools. Ensuring adherence to relevant regulation, company policies and guidelines.
  • Managing of model risk, getting involved in the review of new initiatives that might involve models.

What you will bring

  • Technical background: including developing, modelling, validation, testing skills, knowledge of markets and financial products.
  • Collaborative ethos: being familiar with source control, peer reviews, knowledge sharing.

It would be nice for you to have

  • Advance knowledge of Python, and some other programming languages.
  • Producing technical documentation with LaTeX
  • Working knowledge of gitlab or github.
  • Being familiar with Docker

What else you need to know

This role is based in London with flexibility working from home

How we will reward you

As well as a salary, we offer a wide range of benefits that you can choose from and tailor to your needs.

  • Pension with generous contributions of up to 12.5%, depending on your own contribution and length of employment with us
  • 27 days' holiday plus bank holidays, which increases to 28 days after 5yrs service, with the option to purchase up to 5 contractual days per year
  • Voluntary healthcare benefits at discounted rates. Including: Bupa medical insurance, dental insurance, healthcare cash plan and health assessments
  • Benefits supporting you and your family, such as death-in-service benefit, income protection, and voluntary life assurance and critical illness cover
  • 24/7 access to an online employee discount platform including retailers, entertainment, eating out, travel and more
  • Support your favourite causes through charitable giving and our community partnerships

WHAT WE ARE LOOKING FOR

EXPERIENCE

EDUCATION

Engineering (Master Degree) - 5 years, Masters of Science (MS), Mathematics (Master Degree) - 5 years

COMPETENCIES

Accuracy and Attention to Detail (Working Knowledge),

Business translation (Working Knowledge),

Communicating Complex Concepts (Working Knowledge),

Conceptual Thinking (Working Knowledge),

Data and AI Ethics (Working Knowledge),

Machine Learning (Working Knowledge),

Pricing Models and Analytics (Working Knowledge),

Programming (Working Knowledge),

Statistical Analysis and Measurement (Working Knowledge),

Statistics and Actuarial Modeling (Working Knowledge)

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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