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Quantitative Analyst, Model Validation, AVP - London - Jobs via eFinancialCareers
Description
RoleJefferies is looking for an Assistant Vice President Quantitative Analyst to join our Model Validation function.
Key Responsibilities
Perform independent validation and approval of models, including raising and managing model validation findings
Conduct annual review and revalidation of existing models
Provide effective challenge to model assumptions, mathematical formulation, and implementation
Assess and quantify the model risk arising from model limitations, to inform stakeholders of their risk profile and development of compensating controls
Contribute to strategic, cross-functional initiatives within the model risk team
Oversee ongoing model performance monitoring, including benchmarking, process verification and outcome analysis performed by model developers
Communicate the results of model validation activities, model limitations and uncertainties to the key stakeholders and management
Contribute to automation/AI efficiency initiatives
Qualifications
MSc or preferably PhD in a quantitative field (physics, mathematics, computer science, financial engineering, etc.)
Understanding of all aspects of the VaR computation framework and Counterparty Credit Risk modelling
Strong Python coding skills preferable
Strong communication skills with the ability to find practical solutions to challenging problems
Teamwork and collaboration skills a must
Experience with risk model validation and/or development of Internal Liquidity Stress Test models
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Traded Risk Models Validation AVP
Only for registered members London
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Traded Risk Models Validation AVP
Only for registered members London, England
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Traded Risk Models Validation AVP
Barclays- London
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Traded Risk Models Validation AVP
Barclays- London
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Senior AVP — Traded Risk Models Validation
Barclays- London
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Senior AVP: Traded Risk Model Validation
Barclays- London
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Only for registered members London
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Only for registered members London
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Only for registered members London Area
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Only for registered members London