Model Risk Quantitative Analyst, VP

Role Overview: Join us as a Model Risk Quantitative Analyst where you will have the opportunity to utilize your excellent quantitative modelling skills and problem-solving talent. This role offers a real sense of purpose as you will be evaluating and validating sophisticated pricing models across the bank. As a part of an inclusive team, you will have the chance to deepen your knowledge, enhance your profile, and explore your potential in a purpose-led role offered at the vice president level. Key Responsibilities: - Assessing and performing Prudential Valuation and Model Risk Valuation Adjustment calculations - Facilitating model risk analysis to meet regulatory requirements - Sharing findings and significant risks with stakeholders - Providing oversight of first-line model assurance activities - Reviewing analysis, code, and reports developed by Model Development teams - Enhancing the codebase by adding functionality, resolving issues, and conducting code testing Qualifications Required: - Degree in a quantitative subject such as Mathematics, Physics, or Quantitative Finance - Advanced quantitative modelling skills - Post-graduate experience in model valuation - Basic understanding of risks and issues associated with pricing models - Knowledge of derivatives pricing, particularly in rates derivatives, FX derivatives, or xVA - Programming experience in Python, R, C#, or another relevant language Additional Details: Not provided in the job description.,