Senior Model Risk & Validation Lead

Vallum; Greater London; Presencial; GBP 120 000 - 170 000; Tempo integral

Resumo da oferta

Vallum is seeking a Model Risk Manager to lead quantitative risk activities across the Risk department in London. You will validate valuation models, develop risk methodologies and support governance of model risk practices.

You'll design and validate Front Office pricing models, enhance production Python libraries, and collaborate with Trading, Origination and other teams to strengthen risk capability.

Qualificações

• 5+ years of experience in quantitative risk management.
• Master's degree in quantitative field or higher.
• Experience with model validation including documentation and processes.
• Experience maintaining production-quality Python libraries.

Responsabilidades

• Design and implement risk methodologies for non-standard and structured transactions.
• Independently validate Front Office pricing and valuation models.
• Contribute to the development, governance and continuous improvement of model validation policies.
• Execute model validation activities in accordance with established policies and best practices.
• Support the development of robust model documentation and validation standards.

Conhecimentos

Quantitative risk management

Formação académica

Master's degree in quantitative field

Ferramentas

Python

SQL

VBA

Descrição da oferta de emprego

Vallum is seeking a Model Risk Manager to lead quantitative risk activities across the Risk department in London. You will validate valuation models, develop risk methodologies and support governance of model risk practices.

You'll design and validate Front Office pricing models, enhance production Python libraries, and collaborate with Trading, Origination and other teams to strengthen risk capability.