Campion Pickworth is seeking a skilled Market Risk Model Validator to join a specialist engagement supporting a leading US investment bank. The role focuses on independent validation of quantitative models measuring market risk, including VaR and ES, with involvement in FRTB/I MA validation.
Ideal candidates have 2–7 years in market risk or model validation, strong analytic skills and proficiency in Python, MATLAB or R. UK work rights are required; sponsorship is not offered.
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The following role is for a Senior Market Risk Model Validator with Campion Pickworth.
The Senior Market Risk Model Validator position in the IT & Technology field is open for applications.
We have an opening for a Senior Market Risk Model Validator in Greater London, England, United Kingdom within IT & Technology.
This role, Senior Market Risk Model Validator at Campion Pickworth, could be your next career step.