Career Center
Employers?
Post Jobs and More
Job Seekers, Welcome to AUSA Career Center
Senior Model Validator
Natixis UK Internships
SAVE
savedJobs
SAVE
savedJobs
Senior Model Validator
Natixis UK Internships
Details
Salary:
Open
Type:
Full Time
Le Groupe BPCE est issu du rapprochement des Banques Populaires et des Caisses d'Epargne, deux réseaux coopératifs complémentaires. Il se positionne comme le 2e groupe bancaire français avec 37 millions de clients et 8 200 agences. The Model Risk & Risk Governance Department (MR&RG) within the Risk Department is responsible for Model Risk Management ("MRM") for the Natixis Group. Within the Model Risk Management, the Valuation Model Validation Team (VMV) is in charge of validating: - the front office valuation models - the adequacy between the front office model and the payoff in terms of valuation, hedge, and risk indicators used to monitor the activity, - the observability level of the payoff/model and/or the model parameters (if any) - the use of the prices and sensitivities from the front office model for market risk capital calculation purposes This mission is part of the independent and effective challenge of the models, in order to estimate and mitigate the model risk. The main activities of the Valuation Model Validation team are: - a theoretical analysis: analysis of the modelling choices and assumptions - an independent re-implementation to perform algorithmic validation: analysis of the consistency of the implementation. The re-implementation is done in a library designed and maintained by the team, - Challenge with alternative or bench-marking models to perform the model risk study; The Senior Model Validator is responsible of his/her subject and may get support from expert members of the team. Based in London, the Senior Model Validator is part of the global team and will attend via videoconference all the meetings with the global team hosted in Paris and New York. The open position is more dedicated to Equity Markets and Commodity products but the candidate may review valuation models from other asset classes. The topics will also cover the stress tests. The Senior Model Validator will functionally report to the Head of the Valuation Model Validation Team, based in Paris. Profile: Technical: Knowledge:
|
Internal Number: 5215788
About Natixis UK Internships
eFinancialCareers is a career site specializing in financial services.
More Jobs Like This
Senior Data Analyst | Raleigh, North Carolina |
NC Electric Cooperatives | Yesterday |
Valuation Oversight Manager (grade EU), Investment Valuations | London, United Kingdom |
Lloyds Banking Group | Yesterday |
Senior / Lead Modelling Analyst, Credit Risk Modelling, Risk Portfolio Management | Singapore, Singapore |
OCBC Bank | 2 Days Ago |
BACK TO TOP
Error
Powered By
