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's 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
quantitative risk management, model validation, Value at Risk, Expected Shortfall, stress testing, Python, SQL, model inventory management
Preferred skills
post-graduate qualifications in quantitative fields, relevant professional qualifications
Technologies
Python, SQL
Responsibilities
Manage the annual Model Validation cycle and off-cycle model change reviews; maintain market risk policies; validate initial margin and pricing models; maintain model inventory and provide MI to Executive Committees; act as subject matter expert for regulatory engagements; develop analytical tools for risk analysis
Seniority
Manager, hands-on IC
