Fixed Income Model Validation Lead

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:

    Permanent

  • Salaris:

    £95000 - £120000 per annum + pension, bonus, benefits

  • Contact:

    Phoebe Cheung

  • Email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Quant Risk_1594197274

  • Gepubliceerd:

    3 maanden geleden

  • Termijn:

    2020-08-07

  • Consultant:

    #

My client, a Top Tier Financial Services Institution is looking for a Fixed Income Model Validation Lead to join their team. This is a permanent role based in London.

Reporting to the Head of Analytics, the role will play a key role in integration planning and execution of client-facing model validation. In addition, to drive client and internal stakeholder engagement, and contribute to the global analytics product strategy.

Responsibilities:

  • Develop a deep understanding of the models and associated products and refine existing framework for client-facing model validation on prepayment models
  • Author technical client facing model documentation, and associated material
  • Offer effective challenges to model assumptions, mathematical formulation and implementations
  • Collaborate with key internal stakeholders, including the independent risk and model function to implement successful outcomes for both Integration and BAU activities.
  • In collaboration with the sales and client service teams, actively respond to clients with accurate, deep and responsive answers to model validation related questions and client audit enquiries
  • Be creative in using model validation as part of product building. Engage with clients to help guide the direction of model development, design required model features, in collaboration with Research.
  • Act as a subject matter expert to stakeholders
  • Represent the business in interactions with legal and regulatory agencies, as required
  • Contribute to strategic analytics and cross divisional initiatives across the business
  • Proactively engage with clients, official institutions and industry representatives on market trends, changing regulations, and underwriting requirements to ensure products remain at the forefront of market evolution

Requirements:

  • At least 7 years within technical fixed income modelling or model validation roles
  • Masters degree in Engineering, Mathematics, Computer Science or related degrees is preferred
  • PhD holders preferred
  • Modelling experience within fixed income (and ideally securitized) asset classes
  • Experienced and strong technical writer
  • Ability to articulate complex model details to business stakeholders
  • Knowledge of model governance
  • Ability to balance multiple initiatives simultaneously, whilst preserving quality of delivery
  • Take an organised, well-researched and thoughtful approach to work
  • Strong technical skills, with strong Python expertise a significant plus

For more details, please send your CV to phoebecheung@taylorroot.com

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