VaR & XVA Model Validation - VP

Location London
Discipline: Risk Management & Quantitative Risk
Contact name: Lewis Clarke

Contact email:
Job ref: 866

My client, a leading Investment Bank, are looking for a Quantitative Risk professional to join their expanding Model Risk department in London, focusing on XVA and VaR models.


  • Assess underlying assumptions of VaR and Credit Derivative Pricing models.
  • Develop cross asset class analytical tools
  • Break down technical concepts to non-technical stakeholders
  • Ensure models are in line with regulatory requirements


  • MSc/PhD in a numerical discipline
  • Prior experience in a quantitative role
  • Exposure to CVA or Market Risk models
  • Experience with Python

Please submit your CV below, or contact me on for information on all my current roles.