Description
Seeking experienced Quantitative Pricing / Model Validation professionals with strong exposure to derivative pricing models and XVA/CVA frameworks. The role involves independently validating pricing and risk models across various asset classes like interest rates, FX, equities, commodities, fixed income, and non-linear/exotic derivatives. Responsibilities include challenging XVA frameworks, performing benchmarking, sensitivity analysis, stress testing, assessing model assumptions, ensuring regulatory alignment, engaging with cross-functional teams, supporting regulatory submissions, and contributing to model risk framework enhancements. This is a fully remote position focused on high-impact projects in capital markets and risk functions.
