Manager – Markets Model Risk
Hybrid
Core
Independently assess and challenge complex models across derivative valuation, market risk, regulatory capital, IRRBB, and treasury.
Role type
Manager, Model Risk (Financial Markets)
Builds
Independent reviews and validation of financial risk models
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
Derivative valuation, Market risk modeling, Regulatory capital, IRRBB, Prudential standards, C++, R, Model validation, Linear and non-linear products
Preferred skills
Murex, Calypso, QRM platforms
Responsibilities
Assess and challenge complex models, Review derivative valuation and risk models, Validate regulatory capital and IRRBB models, Conduct independent model reviews
Seniority
Manager, hands-on IC
