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

In this role, you will be responsible for validating financial models, including pricing and risk models owned by Markets and Treasury. This involves validating both internally developed models and those developed by external parties before and after implementation into a technology asset. You will also be involved in the revalidation of all Markets and Treasury models on a periodic basis. Your key responsibilities will include producing accurate market risk and credit risk exposures for traded and non-traded products, ensuring timely escalation of risk appetite breaches, material risks, loss events, and deviations from the Model Risk Policy/Framework to relevant Domain-aligned teams. Additionally, you will leverage specialist skills and subject matter expertise from other Risk and business teams as required. Your background should include at least 10 years of professional experience in quantitative risk management at a bank or similar institution. You should have experience in validating 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 validating models across traded or non-traded market risk is also required. Proficiency in a programming language such as C++, C#, or Python is preferred. Qualification Requirements: - Strong quantitative and analytical background - PhD/Master's degree in Mathematics, Statistics, or Quantitative Finance Please note that the above summary is based on the information provided in the job description.,