As a Model Validation Analyst for a leading global banking organization across APAC and EMEA regions, your role will involve independent validation of complex pricing and risk models to ensure robustness, regulatory compliance, and alignment with global risk standards. Key Responsibilities:
Perform independent validation of E2E pricing models and counterparty risk models
Assess model assumptions, methodologies, and implementation frameworks
Conduct quantitative testing, benchmarking, and sensitivity analysis
Evaluate model performance, limitations, and regulatory compliance
Collaborate with model development, risk, and front office teams globally
Prepare detailed validation reports and present findings to senior stakeholders
Key Requirements:
210 years of experience in model validation within a global bank or reputed financial institution
Strong exposure to E2E pricing risk model validation and counterparty risk model validation
Solid understanding of derivatives, financial products, and risk methodologies
Strong quantitative, analytical, and problem-solving skills
Educational Qualifications:
Bachelor's and Master's degree in a technical discipline (Engineering, Mathematics, Statistics, or related field) from a premier institution
PhD preferred (not mandatory) in a quantitative field
Preferred Skills:
Proficiency in Python, R, or C++
Understanding of model risk management and regulatory frameworks
Strong communication and stakeholder management capabilities
In risk management, credibility is the true currency. Great models can drive decisions, but only rigorous validation builds trust. As a Model Validation Analyst for a leading global banking organization across APAC and EMEA regions, your role will involve independent validation of complex pricing and risk models to ensure robustness, regulatory compliance, and alignment with global risk standards. Key Responsibilities:
Perform independent validation of E2E pricing models and counterparty risk models
Assess model assumptions, methodologies, and implementation frameworks
Conduct quantitative testing, benchmarking, and sensitivity analysis
Evaluate model performance, limitations, and regulatory compliance
Collaborate with model development, risk, and front office teams globally
Prepare detailed validation reports and present findings to senior stakeholders
Key Requirements:
210 years of experience in model validation within a global bank or reputed financial institution
Strong exposure to E2E pricing risk model validation and counterparty risk model validation
Solid understanding of derivatives, financial products, and risk methodologies
Strong quantitative, analytical, and problem-solving skills
Educational Qualifications:
Bachelor's and Master's degree in a technical discipline (Engineering, Mathematics, Statistics, or related field) from a premier institution
PhD preferred (not mandatory) in a quantitative field
Preferred Skills:
Proficiency in Python, R, or C++
Understanding of model risk management and regulatory frameworks
Strong communication and stakeholder management capabilities
In risk management, credibility is the true currency. Great models can drive decisions, but only rigorous validation builds trust.