Senior Model Validator – XVA and Counterparty Credit Risk
Core
Lead independent validation of complex XVA and Counterparty Credit Risk models within the Trading Book, ensuring robust quantitative challenge and model risk governance.
Role type
Senior IC model validator (financial risk)
Builds
Independent validation reports and conclusions for model approval committees
Domain
Banking / Financial Risk / Quantitative Modelling
Deliverable
production ML models | dashboards & analysis
Required skills
XVA expertise, Counterparty Credit Risk modeling, Financial mathematics, Statistics, Econometrics, Python, C++, Regulatory environment experience, Quantitative analysis, Stakeholder communication
Preferred skills
Coaching junior validators, Automation/AI in validation, Cross-model analysis
Technologies
Python, C++
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