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

Role Overview: You will be responsible for validating all financial models, including pricing and risk models owned by Markets and Treasury. This includes validating models developed internally or by an external party prior to implementation and post implementation into a technology asset. Additionally, you will revalidate all Markets and Treasury models on a periodic basis. Your role will also involve producing accurate market risk and credit risk exposures for traded and non-traded products. It is crucial to ensure that prospective risk appetite breaches, material risks, loss events, and deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalated on a timely basis. You will be expected to leverage specialist skills and subject matter expertise from other Risk and business teams as required. Key Responsibilities: - Validate all financial models, including pricing and risk models owned by Markets and Treasury - Revalidate all Markets and Treasury models periodically - Produce accurate market risk and credit risk exposures for traded and non-traded products - Ensure timely escalation of prospective risk appetite breaches, material risks, loss events, and deviations from the Model Risk Policy/Framework - Collaborate with other Risk and business teams to leverage specialist skills and subject matter expertise Qualification Required: - 10+ years of professional experience in quantitative risk management at a bank or similar institution - Experience in 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 validation of models across traded or non-traded market risk - Proficiency in a programming language such as C++, C#, or Python Additional Details: N/A,