Join a dynamic team focused on mitigating risk and identifying new opportunities within financial services. This role supports model development and validation, specifically for Market Risk (FRTB IMA, SA, and Basel 2.5) and Counterparty Credit Risk.

We are looking for a quantitative professional with expertise in statistical modeling, quantitative research, and market risk management. Your contributions will be crucial in ensuring the soundness and compliance of critical risk models.

Conduct independent reviews and validation of various risk models, including Market Risk (FRTB, Basel 2.5, VaR, Expected Shortfall), Counterparty Credit Risk (IMM, exposure, XVA, margin models), and Stress Testing Models (CCAR, DFAST, ICAAP).

Assess model inputs, assumptions, and conceptual soundness. Perform performance testing, benchmarking, and back-testing. Review model implementation for potential risks and propose remediation actions.

Prepare comprehensive validation and model risk reports, adhering to regulatory standards like SR 11-7, ECB, and PRA.

A Master's degree in a quantitative field such as finance, financial mathematics, statistics, economics, or engineering is required. An MBA is also acceptable.

Possess 2-7 years of experience in areas like Market Risk models (VaR, IRC, FRTB), Stress Testing and Capital models (CCAR, ICAAP), or Counterparty Credit Risk (SACCR, XVA, margin models).

Demonstrate a strong understanding of market and CCR metrics, stochastic calculus, probability theory, numerical methods, and statistical techniques. Familiarity with derivatives and financial instruments across various asset classes is essential.