VP, Model Validation Manager

Full Time

International Banking Client

Office Status: Hybrid (1 to 2 days in office per week)


  • People manager who will supervise junior team members in conducting end-to-end validations and reviews of derivative pricing, market risk. liquidity risk and xVA/CCR models
  • Applies robust model validation methodology to assess the conceptual soundness of model theory, quality of model implementation, and model ongoing monitoring
  • Develop and maintain documentation, work papers and professional reports of validation results
  • Communicates findings from validation work to management and stakeholders, including recommendations as appropriate
  • Apply mathematical, statistical, and qualitative knowledge and skills to perform model validation
  • Document model validation procedures and findings, coordinate with stakeholders to resolve issues
  • Summarize and present model validation results and findings to management committee
  • Communicate technical concepts to non-technical audience
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