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.
- 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
- 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 firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.