Join a dynamic team dedicated to mitigating risk and uncovering opportunities within financial markets. This role focuses on developing and validating sophisticated models for Market Risk (including FRTB IMA, SA, and Basel 2.5) and Counterparty Credit Risk. You will be instrumental in assessing model soundness, performance, and compliance with regulatory standards.

Leverage your quantitative expertise to enhance risk management strategies and contribute to the firm's robust financial framework. The position offers a challenging environment for growth and impact.

Independently review and validate Market Risk models (FRTB – IMA & SA, Basel 2.5, VaR, Expected Shortfall, Sensitivities) and Counterparty Credit Risk models (IMM / internal exposure, XVA, Margin).

Assess model inputs, assumptions, and conceptual soundness. Conduct performance testing, benchmarking, and back-testing.

Review model implementation, identify risks, and propose remediation. Prepare comprehensive validation and risk reports adhering to regulatory expectations.

A Master’s degree in a quantitative field such as Finance, Mathematics, Statistics, Economics, Engineering, or an MBA is required. You should possess 5-8 years of relevant experience, with a strong understanding of market and counterparty credit risk metrics, derivatives, and statistical techniques.

Expertise in areas like FRTB, VaR, Expected Shortfall, SA-CCR, XVA models, and stress testing frameworks is essential. Familiarity with stochastic calculus and numerical methods is highly valued. Certifications like FRM, CFA, or CQF are considered a plus.