Model Risk Validation Officer

Join us as a Model Risk Validation Officer

• This is an opportunity for a passionate and driven quantitative risk specialist to join our business
• We’ll look to you to review and validate various pricing, valuation and finance models relating to wholesale, commercial and retail portfolios across all of our business units and legal entities
• It's an ideal role to gain detailed exposure to the developing world of model risk, as well as to a range of stakeholders and senior executives
• We're offering this role at associate level

What you'll do

As a Model Risk Validation Officer, you’ll provide oversight of the organisation's data-driven models through data analytics and model reviews. You'll be undertaking analysis to make sure that all sources of model risks are adequately highlighted as well as assessing the models’ compliance with regulations, internal policies and standards.

You’ll also be:

• Performing sensitivity analysis to assess the adequacy of modelling or data assumptions, documenting all the analysis in a succinct and clear manner
• Undertaking in-depth assessments of the models’ subcomponents, making sure models are fit for purpose for their designated us
• Pre...