Contract Model Validation Quant - XVA/CVA
Job Title: Model Validation Quant (CVA/XVA)
Location: London
Contract Type: Inside IR35
Role Overview:
We are seeking a highly skilled Model Validation Quant to join a Model Risk team, with the ability to contribute from day one. The role will focus on validating a backlog of models and supporting the implementation of new CVA models .
Key Responsibilities:
Validate existing CCR/CVA/XVA models and ensure alignment with risk and regulatory standards.
Support the development and implementation of new CVA models .
Collaborate with the Model Risk team to maintain and update the book of model validations .
Provide guidance and insights based on experience with risk models and XVA frameworks .
Required Experience & Skills:
Strong experience in XVA, CCR or CVA modelling
Proficiency in Python (mandatory); C++ is useful but not required.
Familiarity with risk models , including PFE (simulation/Monte Carlo), XVA (American Monte Carlo), and VAR (historical simulation and pricing).
Proven track record of working in a similar context ; able to contribute immediately.
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