Model Validation Senior Manager - RMS - Risk Assurance
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Derivative modelling – independent implementation of models for both vanilla and exotic derivatives
Front Office model testing and documentation
Support to Model Validation teams; carrying out full range of validation activities including assessment of conceptual soundness, challenging underlying assumptions, theory, data and limitations of the models being validated.
Advice on industry practice on xVA, Prudent Valuation and Risk Models
Remediating findings from Model Validation/Internal Audit/Regulator
Ongoing model performance monitoring
Helping banks to “industrialize” model validation; developing tools, templates etc
Helping banks to optimize RWA, through strategic choices and hedging
Interaction with stakeholders including risk managers, quants, traders, model validation, internal audit, Regulators
Maintaining an up-to-date view of regulatory and industry developments in relation to model risk management and derivatives valuation, sharing this with the wider team and maintaining leading edge best practice in work performed.
We’re a leading provider of trust in the digital world - in the eyes of our people, our clients and our stakeholders. Today's business environment is different. More complex. More connected. Companies not only face new and unknown risks, but also new and untapped opportunities. Our team is at the forefront of this change, join us to be a part of transforming how risk is perceived and capitalised on.
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The skills we look for in future employees
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