Remote Opportunity

Model Risk Quantitative Analyst, VP

Join RBS as a senior professional working remotely from Worldwide. Explore the role, benefits, and apply in one place.

Full Time
$120,000 - $180,000*
3 months ago
Worldwide
Model Risk Management & Validation
Senior
Python
C++
Quantitative finance
+3 more

Job Description

Join us as a Model Risk Quantitative Analyst

  • If you have excellent quantitative modelling skills and a talent for problem solving, we think you’ll enjoy a real sense of purpose in this role
  • You’ll be harnessing your mathematical prowess to evaluate and validate sophisticated and widely used pricing models across our bank
  • It’s a chance to deepen your knowledge, develop your profile and explore your potential in a truly purpose-led role and inclusive team
  • We are offering this role at vice president level

What you'll do

In today’s rapidly changing world, our ability to understand tomorrow and make better decisions today is key. But while we can’t see into the future, we can use data to predict it. And when we use this data and the assumptions derived from it to model what our future could look like, we can begin to navigate the unknown, alleviate uncertainty and uncover valuable insights.

But using these models invariably presents model risk. And as our Model Risk Quantitative Analyst, it’ll be your job to review and independently validate our pricing models to determine their adequacy, limitations, and the level of model risk they pose.

Day to day, you’ll be:

  • Assessing and performing Prudential Valuation and Model Risk Valuation Adjustment calculations
  • Facilitating model risk analysis to satisfy our regulatory responsibilities
  • Sharing your findings and any significant risks with your stakeholders
  • Providing oversight of our first line of defence model assurance activities
  • Reviewing analysis, code and reports developed by our Model Development teams
  • Developing our codebase by adding functionality, fixing issues and testing code

The skills you'll need

With a degree in a quantitative subject like Mathematics, Physics or Quantitative Finance, you’ll bring the determination and perseverance that comes with tackling ideas that are hard to understand and problems that are hard to solve. And with great communication skills, you’ll be able to assimilate highly technical information, simplify complex concepts, and deliver clear mathematical exposition too.

You’ll also bring great working habits like being organised, thorough and painstaking in your work, good at working under pressure, and equally content working on your own or together as a team.  

And you’ll bring this all together with:

  • At least nine years of relevant experience, including five years in pricing or market risk model validation.
  • Require Masters or PhD level knowledge on quantitative finance-oriented subject with hands on expertise on coding using Python/C++
  • CQF certification is a strong added advantage
  • Advanced quantitative modelling skills
  • An understanding of derivatives pricing, ideally relating to rates derivatives, FX derivatives or xVA

Hours

45

Job Posting Closing Date:

23/03/2026

Requirements

  • At least nine years of relevant experience
  • Five years in pricing or market risk model validation
  • Masters or PhD level knowledge on quantitative finance-oriented subject
  • Hands on expertise on coding using Python/C++
  • CQF certification is a strong added advantage

Benefits

  • 401k Matching
  • Health Insurance
  • Paid Time Off
  • Performance Bonus
  • Remote Work
  • Training Budget

Skills

Python
C++
Quantitative finance
Derivatives Pricing
Model Validation
Risk Management

About AI-Estimated Salary

The salary range shown was not provided by the employer. Our AI has estimated it based on the job title, required experience, location, and industry standards (confidence: 80%). This estimate should be used as a general guide only and may not reflect the actual compensation. Always confirm salary details directly with the employer during the application process.

Ready to Apply?

Join RBS today

Salary Range (AI-Estimated)*
$120,000 - $180,000
80% confidence
Posted 3 months ago

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