- Independently validate pricing and risk models across one or more asset classes: Interest Rates, FX, Equities, Commodities, Fixed Income, Non-linear / Exotic Derivatives
- Review and challenge XVA frameworks including CVA, DVA, FVA, and related counterparty credit risk methodologies
- Perform independent benchmarking, sensitivity analysis, stress testing and model performance assessments
- Assess model assumptions, limitations, and implementation risks
- Review model documentation and ensure alignment with regulatory expectations
- Engage with Front Office, Market Risk, Credit Risk and Model Development teams
- Support regulatory submissions and internal governance processes
- Contribute to model risk framework enhancements
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