Model Risk Quantitative Analyst, VP
NatWest(1 month ago)
About this role
A Model Risk Quantitative Analyst at a bank is responsible for independently assessing and validating pricing and valuation models to quantify model risk and support sound decision-making. The role contributes to model governance and regulatory compliance by ensuring models are appropriate, documented, and robust.
Required Skills
- Quantitative Modelling
- Model Validation
- Pricing Models
- Prudential Valuation
- xVA
- Derivatives Pricing
- Python
- C++
- Code Review
- Regulatory Compliance
+1 more
Qualifications
- Masters or PhD in Quantitative Subject
- CQF (preferred)
About NatWest
natwest.comWelcome to NatWest. Our extensive personal banking products include bank accounts, mortgages, credit cards, loans and more. Visit today to see how we can serve you.
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