Model Validation Analyst (Fixed Term Contract)
Core
Independent validation of internal valuation models used to determine fair value for illiquid assets held in Asset Management portfolios, ensuring integrity of models determining NAV and investor outcomes.
Role type
Model Validation Analyst (Fixed Income/Real Estate/Structured Credit)
Builds
Independent assurance on valuation models for private debt, structured credit, and real estate
Domain
Asset Management / Financial Services / Fair Value Measurement
Required skills
Financial modelling, Valuation analysis (DCF, cashflow), Model validation, IFRS 13 fair value hierarchy, Private market asset classes (private debt, structured credit, real estate), Sensitivity analysis, Stress testing, Regulatory landscape knowledge
Preferred skills
2LoD model validation, Internal audit, Python, PowerBI, R, CFA/FRM qualification
Technologies
Python, PowerBI, R
Responsibilities
Conduct independent 2LoD validation of internal valuation models across private debt, structured credit, and real estate; Produce structured validation reports including methodology assessments, assumptions integrity analysis, and back-testing; Assess IFRS 13 fair value hierarchy classification and evaluate observability of key valuation inputs; Communicate findings to model owners and present reports to the Model Technical Working Group; Maintain the Validation Tracker and Model Issues Register; Monitor remediation of prior-cycle findings; Support development of the validation framework and methodology
Seniority
Experienced Colleague
