Model Validation - Risk Manager

Description:

Perform independent validations of the initial margin models, pricing models, credit rating models, stress test scenarios, liquidity risk framework and related risk procedures.
The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit.
Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and corresponding remedial actions.

Key requirements:

Minimum 5 years of working experience in financial services where the work was directly related to model design and testing, model validation and / or model risk management.
Clearing and exchanges knowledge, including regulatory framework, is an advantage.
Hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics.
Perform quantitative testing and analysis which will feed in as input to the Independent Model Validation deliverables.
Master in Quantitative Finance, Mathematics, Physics, Engineering or Finance.
Proficiency in writing codes in VBA, R and/or SQL.
Highly motivated, able to work independently, leadership experience and must be able to challenge the business in a professional manner.

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