Model Validation Analyst

Integrity Resource Solutions
London, United Kingdom
Competitive Salary
Closing date
Sep 30, 2022

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Job Role
Contract Type
Full Time
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Model Validation Analyst

Are you a well-rounded analytical individual who has experience with Financial Risk Modelling? Integrity Resource solution are hiring a Model Validation Analyst. The position is located in London for a leading high-street retail bank offering £30k-£60k, (depending on experience), plus private dental / healthcare, car allowance and pension packages.

Experience needed:
  • Modelling / Developing / Validating / Testing Risk models in a financial environment
  • Must have experience with Market Risk

What you will be doing:
  • Managing of model risk, reviewing new initiatives, expanding knowledge of markets and financial products.
  • Keeping an eye on the latest regulation, modelling approaches, techniques and tools (programmes). Ensuring adherence to the relevant regulation, company policies and guidelines.
  • The scope of the models is diverse; Valuation: Fair value, (FVAs or XVAs or AVAs), Counterparty Credit Risk, (PFE, LGD, Initial margin), Pension Risk: VaR, stress test & operational risk.
  • Reviewing and producing technical documentation.
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