Model Validation - AVP

Description:

• Perform independent validations of the market risk models, pricing models and stress methodologies
• The role requires regular interaction with the CROs, Heads of Market and Credit Risk as well as regulators and internal audit.
• Each model validation is presented annually to the Risk Committee of the Board highlighting any model weakness and corresponding remedial actions.

Key requirements:

• Minimum 5 years of working experience in financial services where the work was directly related to model design and testing, model validation and / or model risk management.
• Hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics.
• Perform quantitative testing and analysis which will feed in as input to the Independent Model Validation deliverables.
• Master in Quantitative Finance, Mathematics, Physics, Engineering or Finance.
• Proficiency in writing codes in VBA, R and/or SQL.
• Highly motivated, able to work independently, leadership experience and must be able to challenge the business in a professional manner.