Quant Risk Model Validation Specialist

Our client is seeking a Quant Risk Model Validation Specialist to provide independent validation and oversight of a broad range of quantitative risk models. The successful candidate will support new product development and contribute to risk digitalisation and AI initiatives.

Duties :

• Perform independent validation of risk models to ensure accuracy, robustness, and fitness for purpose (models include margin, credit stress testing, derivatives pricing, collateral, liquidity stress, credit rating, and VaR models.)
• Provide risk evaluation and validation support for new products, including assessment of model design, assumptions, and risk controls.
• Ensure risk models are compliant with regulatory requirements.
• Contribute to risk initiatives, e.g. climate scenario analysis.
• Drive digitalisation of model validation, expanding automation capa...