Director - Model Validation, Interest Rates

Role Purpose

As the Group’s operations grow in footprint and complexity, Group Risk is expanding its Model Risk Management Validation function. LSEG’s Model Risk has oversight of a diverse array of model types across all asset classes.

The Director will work on conducting the validation and independent review of Pricing and Risk models across LSEG to provide independent assurance that the covered models are fit for purpose. Key areas of coverage are:

Accountabilities

Model validation lead with focus on Rates and Margin models

Model governance

Model management

Personal Qualities & Experience

Knowledge of mortgage analytics and interaction between Rates and Prepayment models is a plus is a plus.

At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise of creating essential partnerships and open opportunities. Our open culture is central to how we deliver our purpose – driving financial stability, empowering economies and enabling customers to create sustainable growth – in everything we do.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 70 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

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