Front Office Quantitative Mgr – Model Validation recruitment
Experienced front office quantitative analyst is required to join the Global Markets division of a top tier bank based in Sydney CBD. The role: This is a true front office quantitative analyst role working within the model validation team. You will be dealing with traders on a daily basis, along with the quantitative model building team and the middle office quantitative team. You will be charged with independent validation of the Global Markets and Treasury pricing models and payoff algorithms, including pricing, Greeks and market risk measurement stress testing. The following skills are considered Read more […]
Risk Associate – Model Validation recruitment
The Risk Associate – Model Validation will be responsible for:-Carrying out independent review of market and credit risk models including checking of assumptions and highlighting any vulnerabilities. This involves building and checking against alternative models.-Performing routine stress testing and scenario analysis covering all risks, this includes providing explanations of significant movements-Check on-going performance of market and credit risk models.-Ensure infrastructure and processes are efficient and drive changes to ensure robust controls-Testing of new risk platform – QuicAs such, Read more […]
Senior Quant – Model Validation recruitment
A very profitable global investment bank is expanding their Front Office Quantitative Analytics team and looking to make a number of technical hires in the model validation space. The team reviews and validates the pricing models for the Valuation and the Risk Management teams. They will also get to advise on improvements to the current process and will be heavily involved in accurate documentation for senior management. The successful individuals for the role will be educated to PhD level with practical experience of C++ and solid experience in implementation and derivatives modelling across Read more […]
Executive Director, Model Validation recruitment
Market Liquidity Risk MangementGlobal Investment BankThis role is to provide leadership to a team of Model Val Quants who analyse model risk for: FX Exotic Rates Derivatives, and other Structured Products across G7 and Emerging Markets, validating stochastic valuation models, running Monte Carlo simulation and pricing assets.RESPONSIBILITIES:Manage the Model Validation Quant teamDeliver independent model evaluationDevelop innovative valuation modelsDevelop relationships with Front Office model development teams, Market Risk and the Business to identify models risks for reviewDevelop Model Validation Read more […]
Model Validation recruitment
Main Duties Main duties and responsibilities:Quantitative review and analysis of exotic product valuation models, including theoretical review, assessment of appropriateness, implementation testing, independent implementation, development of alternative models. Product approvals, model reviews, model risk evaluations and model risk provisioning design.Close communication cooperation with the front office, quant developers, finance as part of the trade approval process.Quantitative review and analysis of VaR models, including theoretical review, implementation testing, assessment of appropriateness, Read more […]
Model Validation recruitment
Main Duties Main duties and responsibilities:Quantitative review and analysis of exotic product valuation models, including theoretical review, assessment of appropriateness, implementation testing, independent implementation, development of alternative models. Product approvals, model reviews, model risk evaluations and model risk provisioning design. Close communication cooperation with the front office, quant developers, finance as part of the trade approval process. Quantitative review and analysis of VaR models, including theoretical review, implementation testing, assessment of appropriateness, Read more […]
Credit Risk Modelling/Model Validation recruitment
This team is responsible for independent point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital. The team’s mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital.Responsibilities include:Completing model reviews along with appropriate documentation and testing resultsCommunicating key findings to senior management, model developers, credit risk officers, and regulatorsOverseeing control processes to ensure previously approved models continue to behave as expected, including backtestingReviews Read more […]
Team Leader – Model Validation recruitment
As a global function, the Group Model Validation conducts governance assessment and backtesting of Basel risk models of consumer products across the Bank’s emerging market footprints. The Group Model Validation team primarily provide assurance to management that Basel II AIRB models are fit for use. Basel II AIRB models include Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD).Selected candidate will be tasked with leading a team of 3 to 4 analystsSelected candidates would be responsible for:Reviewing of model design against the objective of model, including Read more […]
Model Validation recruitment
My client, a global investment bank is looking for a senior model validation professional to join a small team based on the trading floor and covering all asset classes.The role involves independent validation of derivative pricing models used for equity, rates, fx and commodities. This includes the calibration of models to available market prices to ensure consistent valuation of the trading books and specification of reserving methodologies where appropriate. This team also performs the verification and validation of exotic trade bookings. Ideally, the candidates will have a PhD in a quantitative Read more […]
Junior Quant Analyst-Model Validation recruitment
International Bank is looking for a Junior Quant Analyst position in the Model Validation group. The group validates models covering credit, rates, mortgages, emerging markets and equities for the desks and business lines of the bank. Ideal candidate will be very strong mathematically, and have some exposure to derivative pricing. Need strong quantitative and programming skills. C++, PhD in quantitative discipline is required on this role. Candidate must possess 1-2 years experience required. Please contact Gary McKelvie for more details.Please refer to JO# GLM5877; Gary McKelvie;Integrated Read more […]