Traded Risk Model Validation is a group that performs in depth technical model validations of models covering pricing, algo trading models, market and counterparty credit risk of derivatives spanning all asset classes. This opportunity is for a validator to perform model validations, build benchmark models and conduct testing and develop standardised model testing frameworks

The role sits within the Credit Pricing and Algo Trading validation team focused on Credit Pricing and Algo-trading Models. The role is expected to conduct validations across Credit Algo-trading Models. The role requires collaborative working both across the local team in the UK and globally with validators in Poland, Singapore HK and the US.

Key Responsibilities

• Perform validation of Credit Algo-trading models by verifying conceptual soundness, methodology and implementation and by identifying and assessing limitations and uncertainties.
• Assess and opine on model risk acr...