Senior Model Risk & Validation Lead

Vallum Associates; Greater London; Sur place; GBP 90 000 - 150 000; Plein temps

Résumé du poste

Vallum Associates in London seeks a senior Model Risk Manager to lead a small team of quantitative risk analysts and report to the Head of Model Risk.

The role covers validating valuation models, developing risk methodologies, and setting governance standards for model validation.

You will work on non-standard transactions, contribute across risk teams, and drive efficiency in processes while mentoring colleagues.

Qualifications

• Experience designing risk methodologies for non-standard transactions.
• Strong risk modelling across risk areas.
• Experience executing model validation processes and policies.
• Ability to improve efficiency of manual processes.
• Proven cross-team collaboration and internal-external stakeholder management.

Responsabilités

• Design and implement risk methodologies, especially for non-standard transactions.
• Independently validate front office pricing and valuation models.
• Contribute to governance and policy for model validation practices.
• Model market data for commodity risk factors.
• Support other risk teams on quantitative risk models and methods.
• Assist with small programming tasks to improve efficiency.

Connaissances

Structured risk methods

Risk modelling

Model validation

Cross-team collaboration

Team development

Description du poste

Vallum Associates in London seeks a senior Model Risk Manager to lead a small team of quantitative risk analysts and report to the Head of Model Risk.

The role covers validating valuation models, developing risk methodologies, and setting governance standards for model validation.

You will work on non-standard transactions, contribute across risk teams, and drive efficiency in processes while mentoring colleagues.