Manager – Markets Model Risk
Hybrid
Core
Independently assess and challenge complex models across Financial Markets, Risk, and Treasury, covering derivative valuation, market risk, regulatory capital, and IRRBB.
Role type
Manager, Model Risk
Builds
Independent model validation and challenge outputs for senior stakeholders
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
Derivative valuation, Market risk modeling, Regulatory capital, IRRBB, Model validation, C++, R, Murex, Calypso, QRM
Preferred skills
Linear and non-linear product expertise, Prudential standards knowledge
Responsibilities
Assess and challenge complex models, Review derivative valuation and risk models, Validate regulatory capital and IRRBB frameworks, Conduct independent model reviews
Seniority
Manager, hands-on IC
