Independent Model Review Analyst

City of London
Job Type:
Digital Workspace
Job reference:
about 1 month ago

One of the worlds largest financial institutions is looking for an Independant Model Review Analyst to work in their Model Risk Management team.

As an Analyst working in this team, you should fulfil the following criterion:


  • Strong knowledge in Market Risk models: market risk metric and capitalisation, historical data and time series analysis, instrument valuation and risk sensitivity, and regulatory framework including FRTB.
  • Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models etc.
  • Comprehensive knowledge of statistical model and scorecard development techniques
  • Detailed knowledge of Risk models, performance metrics and risks and associated issues
  • Detailed knowledge of internal procedures and local regulations and those of other country regulators


  • Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA
  • Experience of developing and Risk models throughout the customer lifecycle
  • Experience of presenting recommendations to Senior Management
  • Experience of conducting independent model reviews


  • Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.
  • Team-oriented mentality combined with ability to complete tasks independently to a high quality standard


Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering

if this sounds like you, please submit your CV by applying to the role for review

Back job search
Back to Search Results