Senior Model Validator – Trading Book & XVA (m/w/d)
Core
Independent validation of Trading Book financial risk models with a primary focus on XVA methodologies and financial derivatives valuation.
Role type
Senior IC model validator (financial risk)
Builds
High-quality validation reports and risk assessments for governance committees and senior stakeholders
Domain
Financial services / Quantitative risk management
Deliverable
production ML models | dashboards & analysis
Required skills
XVA methodologies, financial derivatives valuation, Financial Mathematics, Stochastic Calculus, Statistics, Econometrics, Python (NumPy, pandas, Polars, QuantLib, ORE), regulatory frameworks, model risk management, quantitative analysis
Preferred skills
AI technologies (prompt engineering, agentic workflows, AI governance), automation, data analytics
Technologies
Python, NumPy, pandas, Polars, QuantLib, Open Source Risk Engine (ORE)
Responsibilities
Lead end-to-end validation of Trading Book financial risk models, independently assess model methodology and performance, execute risk-based validations, prepare comprehensive validation reports, assess model limitations and recommend remediation, provide effective challenge to model developers, contribute to validation methodology improvement, support innovation via automation and AI, mentor junior team members
Seniority
Senior, hands-on IC