credit risk model developer Work, Jobs in london (with Salaries)

Quant Model Risk Associate - Rates
JPMorganChase —London
- Full-time
- Doctoral degree
- Master's degree
- C++
12d
Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President)
Jefferies & Company, Inc. —London
- Full-time
- Computer Science
- Engineering
- SQL
Moody's Insurance Solutions Graduate Programme - Customer Success
Moody's —London
- English
- Master's degree
- Bachelor's degree
13d
London - 2026 Long Term Internship – Secured Financing Structuring
BNP Paribas —London
- Full-time
- Hybrid work
- Microsoft Powerpoint
- Microsoft Excel
- Sales
- Employee assistance programme
Python Counterparty Credit Risk Senior Developer, Vice President
Citi —London
- Full-time
- DevOps
- English
- C++
- Annual leave
- Employee assistance programme
Model Developers
Adway Associates —London
- Analysis skills
- Communication skills
- Banking
Quick apply
Algo-Trading Model Validator
Standard Chartered —London
- English
- Master's degree
- Machine learning
- Annual leave
- Employee assistance programme
Vice President - Modeling & Quant Analytics (MRG)
Moody's —London
- English
- SQL
- C++
Senior Market Risk Developer – Historical Timeseries (Vice President)
Jefferies & Company, Inc. —London
- Full-time
- Computer Science
- Engineering
- SQL
Model Risk Management, Software & Infrastructure Lead, Vice President
Morgan Stanley —London
- Full-time
- Microsoft Powerpoint
- Microsoft Word
- Microsoft Excel
Quant AI/ML Model Developer VP
Barclays —London
- Computer Science
- Maths
- Machine learning
2d
Vice President European Direct Lending Quantitative Developer
Ares Management —London
- Full-time
- CRM software
- Microsoft Excel
- Azure
Product Manager GTM
ClearScore Technology Limited —London
- £54,000 - £62,000 a year
- Hybrid work
- In-person
- Flexible schedule
FID - FXEM Quant Strat
Morgan Stanley —London
- Doctoral degree
- Master's degree
- C++
Product Developer - Institutional Banking - VP
Citi —London
- Full-time
- Hybrid work
- Microsoft Excel
- Data analysis skills
- Python
- Annual leave
- Employee assistance programme
Quantitative Software Developer
CompatibL —London
- Full-time
- Data analysis skills
- C++
- Presentation skills
- Flexible schedule
Senior Quantitative Developer
Beacon Platform Limited —London
- Communication skills
- Python
Quick apply
Product Management - Private markets, Charles River Development, Assistant Vice President
State Street —London
- Full-time
- Master's degree
- Bachelor's degree
- Product management
AI & Model Evaluation Product Director
LSEG (London Stock Exchange Group) —London
- Full-time
- Doctoral degree
- Computer Science
- DevOps
BXTI, Site Reliability Engineer - Data, Cloud & Developer Experience
Blackstone Group —London
- Full-time
- Azure
- AWS
- Computer networking

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credit risk model developer jobs near london

Quant Model Risk Associate - Rates

JPMorganChase -
London

Apply Now

Job details

Full-time
12 days ago

Qualifications

Doctoral degree
Master's degree
C++
C
Communication skills
Python

Full job description

JOB DESCRIPTION

We are looking for a new member to join our Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm.

As a Quant Model Risk Associate in our Model Risk Governance and Review team, you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of capital, and more broadly for decision-making purposes. Additionally, you will have an opportunity for exposure to a variety of business and functional area as well as will work closely with model developers and users.

Job responsibilities

Carries out model reviews: analyze conceptual soundness of complex pricing models, engines, and reserve methodologies; assess model behavior and suitability of pricing models/engines to particular products/structures
Provides guidance on model usage and act as first point of contact for the business on all new models and changes to existing models
Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics
Liaises with model developers, Risk and Valuation Control Groups and provide guidance on model risk
Evaluates model performance on a regular basis

Required qualifications, capabilities, and skills

Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
MSc, PhD or equivalent in a quantitative discipline
Inquisitive nature, ability to ask right questions and escalate issues
Excellent communication skills (written and verbal)
Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Good coding skills, for example in C/C++ or Python

Preferred qualifications, capabilities, and skills

The following additional items will be considered but are not required for this role:

Experience with Rates derivatives
Experience in a FO or model risk quantitative role.

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

ABOUT THE TEAM

Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we're setting our businesses, clients, customers and employees up for success.

Risk Management helps the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.

Apply Now

Refine Your Search

credit risk model developer jobs in london

Quant Model Risk Associate - Rates

Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure (Assistant Vice President)

Moody's Insurance Solutions Graduate Programme - Customer Success

London - 2026 Long Term Internship – Secured Financing Structuring

Python Counterparty Credit Risk Senior Developer, Vice President

Model Developers

Algo-Trading Model Validator

Vice President - Modeling & Quant Analytics (MRG)

Senior Market Risk Developer – Historical Timeseries (Vice President)

Model Risk Management, Software & Infrastructure Lead, Vice President

Quant AI/ML Model Developer VP

Vice President European Direct Lending Quantitative Developer

Product Manager GTM

FID - FXEM Quant Strat

Product Developer - Institutional Banking - VP

Quantitative Software Developer

Senior Quantitative Developer

Product Management - Private markets, Charles River Development, Assistant Vice President

AI & Model Evaluation Product Director

BXTI, Site Reliability Engineer - Data, Cloud & Developer Experience

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