Model Validation Analyst

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

View more

Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
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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