As the incumbent you will join this prestigious institution's independent validation team to specialise in the validation activity covering risk models across; rates, foreign exchange, energy, commodity, XVA, IRRBB and equity markets.
This will include extensive engagement with model owners and developers, internal committees, working groups and project teams to deliver the validation activity to a high quality and in a timely fashion.
This is the ideal position for a Quantitative Market Risk candidate to diversify their skillset and grow their capabilities across different types of Market Risk...