Senior Model Validator Algorithmic Trading

Tasks

• Assess mitigation plans for model limitations
• Assess model risk
• Build benchmark models
• Comply with regulatory requirements
• Conduct model testing
• Develop model testing frameworks
• Ensure compliance with model risk policy
• Identify and escalate model issues
• Implement independent benchmark models
• Liaise with traders and quantitative analysts
• Maintain model risk inventory data
• Mentor validation team members
• Review algorithmic trading models with stakeholders
• Validate algorithmic trading models

Perks/Benefits

• Digital wellbeing platform
• Employee assistance programme
• Flexible working
• Learning opportunities
• Life insurance
• Medical insurance
• Mentoring support
• Paid time off
• Retirement savings

Skills/Tech-stack

Alpha Prediction | Automated Hedging | Counterparty Credit | Counterparty Credit Risk | Credit Risk | E Trading Data | E-trading | Execution algorithms | FX | Financial derivatives | Interest rates | Machine Learning | Mathematical Finance | Numerical analysis | Optimization | Python | Series analysis | Statistical modeling | Stochastic Calculus | Supervised Learning | Time Series | Time Series Analysis | Trading data | Unsupervised Learning