Model Risk Management Analyst, Valuation Models

Work as part of a global team of model risk professionals to understand sophisticated mathematical models used by the business for valuation and risk management Work closely with model developers, market risk managers and valuation controllers, to understand not only the models but also the business context in which they need to perform well Continuously challenge the models with a forward looking, "what could go wrong" mindset Review, test, challenge and independently implement valuation models Conduct on-demand analyses of model performance Produce and maintain written model review reports Master's or Ph.D. degree in Mathematics, Mathematical Finance, Physics, Engineering, Finance, Economics or a related quantitative field 0-5 years of experience with quantitative models, preferably in financial derivative pricing models Genuine and broad interest in financial markets and derivatives; internal drive to effectively challenge and improve models with a quantitative and practical mindset Clear thinking, good business sense and judgment, proactive and collaborative attitude Strong interpersonal and communication skills Interest or experience with programming in a high-level language such as Python is a plus Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. Our innovative team delivers deep technical and mathematical expertise to support the Firm's capabilities in quantitative analysis, data analysis, and risk management. #LI-hybrid #BPMM Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. If this role is deemed a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks. Flexible work statement Interested in flexible working opportunities? Speak to our recruitment team to find out more. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.