Model Validation Analyst

  • High
  • Édimbourg, Ecosse, Royaume-Uni
  • CDI, Plein-temps
  • MThree Consulting
  • 10 déc. 18

Model risk project at a major bank requires a model validation quant / analyst with extensive experience to provide model review, validation and stress testing across retail banking investment portfolio projects. Candidates will play a key role towards validating ICAAP, ILAAP, Pension Models, Operational Risk Models and Stress Testing Models.

Model Validation Analyst / Quant

Working directly for the Head of Model Risk, the successful candidate will be expected to hold strong previous experience across wholesale or retail investment products, validating models in response to regulatory frameworks such as ICAAP, ILAAP or PRA responses. Full detailed spec available.

Essential Experience:

  • Extensive Model Validation Experience
  • Internal Capital Adequacy Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • Pension Models
  • Operational Risk Models
  • Stress Testing Models
  • Experienced Model Risk professional

Model Validation Analyst / Quant