VP - Model Validation

The Role

• Perform independent validation of risk models to ensure accuracy, robustness, and fitness for purpose (margin, credit stress testing, derivatives pricing, collateral, liquidity stress, credit rating, VaR).
• Providing quantitative expertise, cross-functional support, and research input for new products and services.
• Provide risk evaluation and validation support for new product launches, including assessment of model design, assumptions, and risk controls.
• Ensure risk models are compliant with regulatory requirements.
• Drive digitalisation of model validation, maintaining and expanding automation capabilities through the effective use of analytics and AI.
• Explore and promote the responsible use of AI in risk management, including AI governance and AI safety.
• Contribute to thought leadership initiatives, including support for climate scenario analysis and modelling in ...