Model Validation Counterparty Credit Risk Pricing Models Manager

Scottish Widows (Lloyds)

London, United Kingdom
Base: £95,418 - £106,020; bonus: annual performanc...
Hybrid
Masters level in quantitative discipline
Numerical or statistical background
Experience with derivative pricing models
This role involves the independent review and analysis of derivative pricing models used for valuation and risk within the Model Risk Office

Job Summary

  • This role involves the independent review and analysis of derivative pricing models used for valuation and risk within the Model Risk Office.
  • The position offers a hybrid working pattern requiring at least two days per week in an office site in London.
  • Candidates will validate counterparty credit risk pricing models and provide quantitative support for regulatory initiatives.

Matching Summary

This role involves the independent review and analysis of derivative pricing models used for valuation and risk within the Model Risk Office.

Salary

Base: £95,418 - £106,020; Bonus: Annual performance-related bonus; Benefits: Up to 15% pension contribution, share schemes, 30 days' holiday

Skills & Requirements

Must-have

  • Masters level in quantitative discipline
  • Numerical or statistical background
  • Experience with derivative pricing models

Nice-to-have

  • Programming experience in C++ and Python
  • Knowledge of Gen AI analytics
  • Strong written and oral communication skills

Key Requirements

  • Higher qualification to at least Masters level
  • Mathematics or Finance degree required
  • Experience in Model Validation or Front Office Quant role desirable

Work Rights

Not specified

Tailored Resume

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