Senior Model Risk Analyst — Validation & Stress Testing

Intercontinental Exchange (ICE); Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Intercontinental Exchange (ICE) in London seeks a Senior Model Risk Analyst to join the Model Risk Management team. You will validate and monitor pricing and risk models, covering market, credit, and liquidity risk with end-to-end assessment of initial margin, add-ons, and stress testing.

The role requires an MSc/PhD and strong Python/SQL skills, plus the ability to clearly communicate regulatory requirements and model changes to stakeholders.

Qualifications

• Advanced degree (MSc/PhD) in Mathematics, Statistics, Quantitative Finance, or related field.
• Experience in model validation, quantitative analysis, or risk analytics.
• Strong knowledge of market, credit, or liquidity risk frameworks.
• Proficiency in Python (NumPy, Pandas) and SQL for data analysis.
• Excellent verbal and written communication skills.

Responsibilities

• Conduct independent validation of risk and pricing models and review of stress testing frameworks.
• Document validation findings, communicate risks, and recommend improvements.
• Continuously monitor model performance and identify model changes or risk mitigations.
• Provide guidance on model usage and act as a stakeholder liaison for new models and changes.
• Review model change and calibration proposals.
• Stay updated on evolving market practices and regulatory requirements.
• Provide technical interpretations to regulatory text.
• Utilise programming skills to execute validation tasks and develop analytics tools.

Skills

Python (NumPy, Pandas)

SQL

Model validation

Risk analytics

Communication skills

Education

MSc/PhD in Mathematics/Statistics/Quantitative Finance

Job description

Intercontinental Exchange (ICE) in London seeks a Senior Model Risk Analyst to join the Model Risk Management team. You will validate and monitor pricing and risk models, covering market, credit, and liquidity risk with end-to-end assessment of initial margin, add-ons, and stress testing.

The role requires an MSc/PhD and strong Python/SQL skills, plus the ability to clearly communicate regulatory requirements and model changes to stakeholders.