Summary from listing
The role leads and manages independent validation reviews of credit, market, operational, risk-capital, and other business-impact models used across financial institutions. Responsibilities include investigating modeling approaches, assumptions, limitations, performance, and optimal use; verifying theoretical soundness, testing design, and identifying weaknesses; and supporting ongoing monitoring and firm-wide model risk and control assessments. The posting lists application experience with R, MATLAB, SQL, Python, SAS, Bloomberg, and Reuters; preferred certifications in financial risk management, CFA, or quantitative finance; and a postgraduate degree or relevant professional qualification.
