Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)
United Kingdom - Remote
R
GBP 76K-90K (estimate) Senior-level Contract Full Time
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
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