A global investment banking is looking for a VP level model validator to work in their model risk management function. The team is responsible for providing independent oversight of the models used across the bank and provides a more holistic view of them back to managers. The team is responsible for review, risk analysis and governance activities.
You will be accountable for:
Independently reviewing and challenging methodologies used around impact of interest rate movements, liquidity stress testing and funding models
Reviewing mathematical and theoretical soundness of models
Engaging with model developers and owners and communicating with the wider model risk stakeholders on all aspects of the model risk management lifecycle
You will have:
Strong academic background ideally in mathematical/statistical subjects
Experience in model validation, quantitative risk management or front office quantitative disciplines
Solid knowledge of – balance sheet modelling, asset and liability management activities and the associated risk drivers
Strong knowledge of financial markets
Python coding skills in a managed codebase
Internal Number: 5857263
About Alexander Ash Consulting
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