Model Risk Manager in London

Role Purpose
The principal purpose of the Model Risk Manager role is to lead and steer a range of activities requiring quantitative expertise across the wider Risk department.
The role will primarily focus on:
Validation of valuation models.
Development and implementation of risk methodologies.
Quantifying, measuring and monitoring risks inherent in the Clients' Trading and Origination portfolios .
Providing quantitative risk expertise and support across other Risk teams.
Improving the efficiency, robustness and governance of model risk practices.
Key Responsibilities The Model Risk Manager will be responsible for: Model Risk & Validation
Design and implement risk methodologies, particularly for non-standard and structured transactions .
Independently validate Front Office pricing and valuation models .
Contribute to the development, governance and continuous improvement of model validation policies, processes and practices .
Execute model validation activities in accordance with established policies and best practices.
Support the development of robust model documentation and validation standards.
Quantitative Risk Modelling
Develop and enhance quantitative risk methodologies across the Risk function.
Model market data and commodity risk factors relevant to energy trading and origination activities.
Support other Risk teams with quantitative risk models, methodologies and analytical approaches.
Develop trading-standard risk methodologies for structured and long-dated transactions .
Contribute to improving risk modelling capabilities across all Risk areas.
Programming & Process Improvement
Maintain and evolve production-quality Python libraries used within the Risk function.
Undertake small tactical programming activities that improve efficiency and ways of working.
Identify opportunities to automate or streamline manual processes that cannot be outsourced to IT&C.
Support the development of efficient, scalable and sustainable quantitative risk solutions.
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