A global investment bank are currently seeking a driven and motivated bench marking model developer to work alongside the Front Office.
The successful applicant for this role will be responsible for ensuring the front office models are properly reviewed.
The individual will be responsible for:
* The development of counter party risk models
* Ensuring that counter party credit risk and XVA models are properly reviewed and validated
* Advising senior management and stakeholders on regulatory changes and implementation
* Liaising with key stakeholders, trading, front office quantitative analysts and developers on model life cycles
* Provide oversight of the model validations to ensure they are fit for purpose
The individual should have the following skills:
* Strong relationship management with proven ability to establish and manage multiple stakeholder relationships across front and middle office
* Experienced in a model validation or model development role covering CCR or XVA.
* A MSc or PhD in mathematics, physics, engineering or mathematical finance
* Proficiency in communicating regulations, policies and procedures in a clear and concise manner
* Expertise in Python and C++
If you are interested in this position, then please do not hesitate to apply.