International Banking Client
Office Status: Hybrid (1 to 2 days in office per week)
Responsibilities:
- 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