Description
Model Validator - Investment bank (EPE, IMM, Risk) - CONTRACT
An investment bank based in the City of London is immediately hiring a EPE IMM Model validator to join their Risk Validation Team within internal Audit.
Job description
- Design and perform validation tests of EPE models
- Validate backtest framework
- Validate simulation
Required
- Experience of designing and running validation tests for bank's IMM models
- In depth knowledge of EPE modelling methodologies
- Experience of assessing strengths and weaknesses of modelling approaches
- Experience of challenging model methodology used
- Experience of Matlab and/or excel/VBA, and Bloomberg
Desirable
- Experience of QuiC
- MSc/phD in Mathematics/Statistics/Financial Engineering
This bank are ready to interview NOW so please submit your details if you have the relevant skill set and experience