Vice President || Model Validation (Markets & Treasury Risk)

Key Accountabilities Validating all financial models, including pricing and risk models (including Stress), owned by Markets and Treasury, whether those models were developed internally or by an external party prior to implementation and post implementation into a technology asset. Revalidation of all Markets and Treasury models on a periodic basis. Produce accurate market risk and credit risk exposures for traded and non-traded products. Ensure prospective risk appetite breaches, material risks, loss events and/or deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalated on a timely basis. Leverage specialist skills and subject matter expertise from other Risk and business teams as required. Capabilities & Experience Requirements 10+ years’ professional experience in quantitative risk management at a bank or similar. Validation of models used in markets and treasury risk management, including Pricing, Valuation Adjustments, Value at Risk, Counterparty Credit Risk and Interest Rate Risk in the Banking Book (IRRBB). Experience in derivatives pricing and in the validation of models across traded or non-traded market risk. Experience with a programming language, e.g. C++/C#/Python Qualification Requirements Strong quantitative and analytical background (PhD/Master's in Mathematics, Statistics, Quantitative Finance) Show more Show less