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Model Risk Governance Associate


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Reference 12345
Sector Financial Services & Insurance Jobs
Salary Negotiable
Town/City London
Locations London, South East, UK
Job Type Permanent
Date Posted 24th Mar

Shortlist Apply Now

Job Description


As the successful candidate you will work across Counterparty Credit Risk, Structural & Liquidity and Market Risk Models, ensuring all internal and external requirements are met in relation to the implementation of model changes. You will manage changes to the Counterparty Credit Risk models end to end, developing quantitative risk assessment tools to ensure the robust management and control of models. You will ensure that models are fit for purpose, identifying incorrect model usage.

This is a brand new role which will offer extensive opportunities for growth and will eventually lead in to a management role.

To be considered for this role, you will have a quantitative background ideally with experience of model risk management, in particular to Counterparty Credit Risk. Extensive exposure to models life cycle, building, developing, monitoring and validating is essential, including a deep understanding of pricing models and their limitations. This role doesn't require coding skills but knowledge of Excel, VBA and Python is essential.

If you match the set criteria and are interested in the above role, please send your CV to elizabeth.ryan@goodmanmasson.com

 

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