Senior Quantitative Analyst / Manager, Markets Model Validation
Core
Independently assess, challenge, and validate complex valuation and risk models (derivative, market risk, regulatory capital, treasury) to ensure strong model governance and sound risk management.
Role type
Senior IC quantitative analyst / manager, model validation
Builds
Model risk governance frameworks and validation reports for Financial Markets, Risk, and Treasury
Domain
Banking / Financial Markets / Regulatory Risk
Deliverable
production ML models | dashboards & analysis
Required skills
derivative valuation, market risk modeling, regulatory capital modeling, IRRBB modeling, model validation, analytical problem solving, C++ or R programming, version control, market risk platforms (Murex, Calypso, Real Time Credit Engine, QRM)
Preferred skills
experience with linear and nonlinear derivatives, familiarity with APS111, APS116, APS117, CPS226, APS180
Responsibilities
Independently assess and validate complex valuation and risk models; challenge model assumptions and outputs; apply regulatory standards to model governance; collaborate with stakeholders across Markets, Risk, and Treasury; contribute to high-profile model risk initiatives
Seniority
Senior, hands-on IC with strategic influence
