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- Tasks: Join a dynamic team validating internal models for market risk and stress testing.
- Company: Be part of a leading financial institution focused on innovative risk management solutions.
- Benefits: Enjoy competitive pay, professional growth opportunities, and a collaborative work environment.
- Why this job: Engage in high-profile projects that impact the firm's risk strategy and model governance.
- Qualifications: Strong background in quantitative risk management; experience in model validation is a must.
- Other info: Work closely with trading desks and contribute to regulatory compliance efforts.
The predicted salary is between 43200 - 72000 £ per year.
AVP Model Validation – Market Risk, Pricing Models, Stress Testing
My client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA model risk management team. You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office areas. You will be part of an expanding team of 4 who will focus on the validation of the firm’s various internal models, covering traded risk (market and CCR), pricing, valuation/XVA, and stress models.
The model risk team is responsible for producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams, and group model risk. The team also collaborates on developing and maintaining model governance, remediation tracking, and ad-hoc regulator requests.
To be successful in this role, you should have a strong background in quantitative risk management either as a model developer, validator, or consultant. You should also be a self-starter with excellent analytical, communication, and interpersonal skills. Prior experience working at an appropriate level within market/counterparty/stress/XVA risk modelling or validation in a financial institution or consulting firm is essential.
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AVP Model Validation – Market Risk, Pricing Models, Stress Testing employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land AVP Model Validation – Market Risk, Pricing Models, Stress Testing
✨Tip Number 1
Make sure to showcase your quantitative risk management experience during networking events or informational interviews. Connect with professionals in the field and express your interest in model validation roles, as personal connections can often lead to job opportunities.
✨Tip Number 2
Stay updated on the latest trends and regulations in market risk and model validation. This knowledge will not only help you in interviews but also demonstrate your commitment to the field and your proactive approach to professional development.
✨Tip Number 3
Consider joining relevant professional organizations or online forums focused on quantitative finance and risk management. Engaging with these communities can provide valuable insights and potential job leads that align with your expertise.
✨Tip Number 4
Prepare for technical discussions by brushing up on your knowledge of pricing models, stress testing methodologies, and model governance practices. Being able to discuss these topics confidently will set you apart during interviews and show your readiness for the role.
We think you need these skills to ace AVP Model Validation – Market Risk, Pricing Models, Stress Testing
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your background in quantitative risk management, particularly any experience you have as a model developer, validator, or consultant. Tailor your CV and cover letter to showcase specific projects or roles that align with the job description.
Demonstrate Analytical Skills: In your application, provide examples of how you've applied analytical skills in previous roles. Discuss any high-profile projects you've worked on, especially those related to market risk, pricing models, or stress testing.
Showcase Communication Abilities: Since the role requires effective interaction with various teams, highlight your communication and interpersonal skills. Include instances where you've successfully collaborated with front and back-office areas or managed stakeholder expectations.
Tailor Your Cover Letter: Craft a personalized cover letter that addresses the specific requirements of the position. Mention your motivation for applying and how your skills and experiences make you a perfect fit for the AVP Model Validation role.
How to prepare for a job interview at Barclay Simpson
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience in quantitative risk management. Highlight specific projects where you validated or developed models, and be ready to explain the methodologies you used.
✨Understand Model Governance
Familiarize yourself with model governance frameworks and how they apply to market risk and pricing models. Be ready to discuss how you have contributed to model governance in your previous roles.
✨Communicate Effectively
Since this role involves interaction with both front and back-office teams, practice articulating complex concepts in a clear and concise manner. Prepare examples of how you've successfully communicated with diverse stakeholders.
✨Demonstrate Proactivity
As a self-starter, share instances where you took initiative in your previous roles. Discuss how you identified issues in model validation processes and what steps you took to address them.
