Job reference: SN/44956Sector: BankingRegion: LondonClosing date: 2026-10-31If you want broad quantitative exposure and genuine ownership, this role offers both.
To be considered for an interview, please make sure your application is full in line with the job specs as found below.
You'll take responsibility for the end-to-end model risk management process for a defined subset of models within a wider inventory, covering validation, ongoing monitoring, change reviews and the communication of findings to senior management. We are working with a major financial markets organisation to hire a Senior Model Risk Analyst.
The model inventory spans market risk, liquidity risk and initial margin, giving you the chance to work across different methodologies and collaborate directly with the people developing, using and overseeing the models. You'll assess model design and assumptions, benchmark results, review backtesting and stress testing, and evaluate proposed changes and calibrations.
Where you identify weaknesses, you'll explain the risk and recommend practical improvements.
You'll also use Python to develop tools that strengthen validation and monitoring.
This role will suit someone who enjoys technical depth, asks incisive questions and wants to see their work influence how models are managed.
You'll bring: An MSc or PhD in mathematics, statistics, quantitative finance or a related fieldExperience in model validation, quantitative analysis or risk analytics at a level commensurate with this role, including the ability to lead complex model reviews independently.
Strong knowledge of market risk, liquidity risk or initial margin modelsPython and SQL skills, plus an understanding of option pricing, statistical risk modelling, backtesting and stress testingThe ability to present complex findings clearly to technical and non-technical stakeholdersExperience with exchange-traded derivatives or an FRM, PRM or CFA qualification would be useful.
This role is 5 days per week in the office. xohmjla If you're ready to own a meaningful part of a model risk inventory while continuing to broaden your technical experience, I'd be pleased to tell you more.
AVP - Model Risk & Validation in Vauxhall employer: Barclay Simpson Corporate Governance Recruitment
As a leading investment bank located in London, we pride ourselves on fostering a dynamic and inclusive work culture that prioritises employee growth and development. Our commitment to innovation in quantitative analytics offers unique opportunities for professionals to influence pricing models across multiple asset classes while collaborating with top-tier teams. With competitive compensation packages and a focus on continuous improvement, we are an excellent employer for those seeking meaningful and rewarding careers in the financial services sector.
Contact Details:
Barclay Simpson Corporate Governance Recruitment Recruitment Team
