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.
- 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.