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Head of quantitative model risk for imm
Conduct and oversee the review and validation of the banks IMM model as per policy. Liaise with the models quantitative developers to ensure speedy review and validation of new model features. Understand local and global regulatory requirements and be aware of market environment / practices that will impact the IMM model.
Credit risk model review
Daily Responsibilities - This team will take ownership of Credit Risk models from the Model Validation team and ensure long term sustainabiltiy of models. You will be responsible for testing the outputs of models, calibrating them, ensuring outputs are correct and in control of long term governance and control of the models.
Market risk model validation
Aston Carter-London-UKSalary : 6 month contract at £550-600 per dayModeller, Quantitative Analyst, Model Validation, Model Review, Market Risk, ALM, Incremental Risk Charge My client, a leading Banking Group, requires a modeller to work within their Market Risk Model Validation team.
Credit risk model manager
PSD RISK-London-UKSalary : c£65,000+BenefitsResponsibilities:Project Manage the development of new Model methodologies and ensure implementationCollaborate for the validation and stress testing of Portfolios & ModelsAct as point of contact for stakeholders on all Model.
Basel models manager
Change-Edinburgh-UKAs a Basel Models Manager you will be responsible for managing and developing the Basel modelling team and reporting/sharing intelligence on Basel Model performance. You will also manage key relationships with the key service providers.
Valuation and model controller
Eximius Finance-London-UKSalary : £80,000 - £120,000An outstanding opportunity exists within the Valuations and Risk space in a London Tier 1 Investment Bank for a Valuation and Model Controller. This group is a conduit between the front and middle office concentrating on price verification, specialised model analysis, and model review and sign-off.
Basel model manager
Robert Half International-North West-UKSalary : £55000 - £65000 per annumThe CompanyAn excellent opportunity has arisen for Basel Modeling Manager working for a large corporate financial services business based in Manchester. The RoleThe role involves: Model ownership from a business user perspective resides with Corporate Credit for all Corporate and Commercial portfolios and models.
Internal model development actuary
Parker Fitzgerald-London-UKOur Risk Management & Actuarial practice focuses on the evolution of the Risk function, and the redesign of associated operating models and architecture to enable a responsive and proactive Risk posture within firms.
Contract models + methodology
Maze Executive Search & Selection-London-UKSalary : Daily rateBusiness Description Methodology is a specialist function within the valuations group in Finance. It is primarily responsible for: • Providing technical assistance and support on current market Valuation Issues e.g. CVA, secured and unsecured derivative discounting, and Fair Value Hierarchy classifications.
Internal model data business analyst
Legal and General-Tadworth - South East-United KingdomContract : Permanent - Salary : £50K - £80KThe Internal Model team is seeking an experienced Business Analyst to support the development and implementation of the Solvency II Data Management and Governance framework across the L&G Group. This is an exciting challenge within a new team supporting the delivery of one of the critical work streams in L&G's Solvency II Programme.
Internal model data business analyst
Legal and General-London - London-United KingdomContract : Permanent - Salary : £50K - £80KThe Internal Model team is seeking an experienced Business Analyst to support the development and implementation of the Solvency II Data Management and Governance framework across the L&G Group. This is an exciting challenge within a new team supporting the delivery of one of the critical work streams in L&G's Solvency II Programme.
Equity derivatives model validation
Anson Mccade-London-UKSalary : Very attractive--Strong academic background in Mathematics, Physics, computing science or similar education, PhD/Postgraduate degree. Robust knowledge in stochastic calculus, numerical methods, PDEs etc.. -Demonstrate extensive knowledge of pricing models applied in equity and/or other assets classes -A good knowledge of equity structured/exotic products -Strong skills in programming language ideally in C++ -Independent/autonomic/self-motivated, team player with strong communication skills, verbal as well as written.
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