Head of Model Validation, Pricing and risk models recruitment
Investment bank in London is currently seeking an experienced quantitative professional to manage its Model validation team in London. You will be managing a team of 8-10 quants with a global remit to support all of the models used in the Equity, FX and Commodity business. Reporting to the global head of risk analytics, you will be responsible for the on going validation process for an analytics library that has been completely re-engineered over the last few years. Qualifications: Extensive background in the modelling of vanilla and exotic derivatives, as well as structured products, across at Read more […]
Head of Model Validation – Risk recruitment
Responsibilities:• Lead the model validation team and formulate model validation policies and procedures • Perform data collection and data analysis for validation of credit risk models to facilitate IRB Approach implementation • Conduct independent model validation and draft periodical model validation report • Independently assess and monitor performance of risk parameters in credit risk model • Help model developer to fine-tune developed model based on results for model validation • Involve in communication with external auditors or internal auditors and regulatory authority Read more […]