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Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)

United Kingdom - Remote R

GBP 76K-90K (estimate) Senior-level Contract Full Time

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Found 11d ago

Tasks

Assess model assumptions and risks
Contribute to model risk framework
Engage with risk and front office teams
Perform benchmarking and sensitivity analysis
Review and challenge XVA frameworks
Review model documentation
Support regulatory submissions
Validate pricing and risk models across asset classes

Perks/Benefits

N/A

Skills/Tech-stack

C++ | CVA | Counterparty Credit Risk | Counterparty Credit Risk Modeling | Credit risk modeling | Data Analysis | Derivative pricing | Exposure simulation | Greeks analysis | MATLAB | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical Methods | PDE methods | Python | Quantitative Analysis | R | Risk Modeling | Stochastic Calculus | XVA

Education

Master of Science | PhD

Roles

Analyst | Model Validation Analyst | Quantitative Model Validation Analyst | Validation Analyst

Regions

Countries

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Language: en | Views: 1 | Clicks: 0 | Saves: 0

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