Associate Credit - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

1 week ago

Tom O´Connor

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Tom O´Connor

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Description

Model Validator, XVA CCR & IM Models (Associate-VP) | Large Multi-National Bank | London

Responsibilities:


  • Perform in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes
  • Build benchmark models and conduct testing and develop standardised model testing frameworks
  • Work with stakeholders across business to ensure that counterparty risk models are properly reviewed and validated
  • Display exemplary conduct and live by the Group's Values and Code of Conduct

Job Requirements:


  • Some experience in either a model validation or model development role covering pricing, or risk modelling for derivatives a plus
  • Knowledge and some practical experience of coding, ideally including C++ but other languages would be consider
  • Strong writing skills with ability to present conclusions and recommendations from technical projects to a less technical audience

Key Stakeholders:


  • Head of XVA Trading
  • Head of CCR Risk Management
  • Head of Prime Brokerage
  • Heads of relevant model development teams.
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