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My client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA model risk management team. You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office areas. You will be part of an expanding team of 4 who will focus on the validation of the firms various internal models, covering traded risk (market and CCR), pricing, valuation/XVA and stress models.
The model risk team are responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams, and group model risk. The team also collaborate on developing and maintaining model governance, remediation tracking and ad-hoc regulator requests.
To be successful in this role, you should have a strong background in quantitative risk management either as a model developer, validator or consultant. You should also be a self-starter with excellent analytical, communication, and interpersonal skills. Prior experience working at an appropriate level within market/counterparty/stress/XVA risk modelling of valiation in a financial institution or consulting firm is essential.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
