Director – Rates Model Validation

Director – Rates Model Validation London, England

Barclay Simpson
Full Time London, England 150000 - 170000 GBP ANNUAL Today
Job description

Director – Rates Model Validation

  • London (Hybrid)
  • £150000 - £170000
  • Job type: Permanent
  • Sector: Financial Services, Banking
  • Job reference: SN/39970

We are working with a major global financial services group who exist at the centre of the global financial markets. As the firm continues to grow in size, complexity and services, key strategic hires are needed to help strengthen its internal governance.

The model risk group is a central function which has the responsibility to validate and risk manage various risk, pricing, margin, stress testing and forecasting models used across the various entities within the group. Following significant growth via acquisition, plus ongoing regulatory pressure to strengthen the firms overall risk management capabilities, the team is expanding significantly both in the UK and across the globe. The team are looking to hire a Director to join and lead interest rates model validation for the whole group, both structured and flow, across all the firms business lines. The Director will work on conducting the validation and independent review of pricing and risk models to provide independent assurance that the covered models are fit for purpose.

Applicants should possess significant experience working as a model validation quantitative analyst/front office quant within a large financial services business, with a strong knowledge of interest rate products an essential requirement. You should have a good, general knowledge of internal risk models and good coding skills within a professional environment (Python, R, C/C++).

Director – Rates Model Validation
Barclay Simpson

www.barclaysimpson.com
London, United Kingdom
Dean Spencer
$5 to $25 million (USD)
51 to 200 Employees
Company - Private
HR Consulting
1989
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