Model Validation Manager, LCH Ltd
Core
Manage the execution of the annual Model Validation cycle and independent validations of initial margin, pricing, credit rating, stress test, liquidity, and collateral risk models for LCH Ltd clearing services.
Role type
Manager, quantitative risk model validation
Builds
Independent model validation reports and insights for executive committees and regulatory engagements
Domain
Financial services, central clearing, market risk
Deliverable
production ML models
Required skills
Model validation, quantitative risk techniques (VaR, Expected Shortfall, Stress Testing), Python, SQL, regulatory compliance, model governance
Preferred skills
Post-graduate qualifications in quantitative fields, relevant professional qualifications
Technologies
Python, SQL
Responsibilities
Manage the annual Model Validation cycle and off-cycle material model change reviews; Support maintaining market risk policies; Maintain model inventory and validation reports; Act as subject matter expert for internal and regulatory engagements; Develop analytical tools for risk analysis
Seniority
Manager, hands-on IC
