Traded Risk Model Validation Director

7 days ago


London, Greater London, United Kingdom Robert Walters Full time
About the Role

We are seeking a highly skilled and experienced Global Head of Traded Risk Model Validation to lead and manage Traded Risk and Treasury Independent Model Reviews globally. As a key member of our team, you will play a crucial role in managing model risk within a globally significant financial institution.

Key Responsibilities
  • Lead the development, maintenance, and effective implementation of review methodology for Traded Risk and Treasury models.
  • Ensure model validations meet policy, regulatory, and required quality standards.
  • Communicate across technical quantitative, business, and strategic levels to ensure that stakeholders understand the implications of the firm's model choices.
  • Support the development of skills and knowledge across the Independent Model Review teams through insightful feedback.
  • Manage, prioritize, and optimize Traded Risk and Treasury Independent Model Review validations and staffing.
  • Ensure enterprise-wide risk model review policies and standards are communicated, understood, and embedded by stakeholders for Traded Risk and Treasury models.
Requirements
  • Master's degree or equivalent professional qualification in a quantitative or technical field.
  • Experience in model risk management at a globally significant financial institution.
  • Strong knowledge of a financial institution's business model, products, and key risk drivers.
  • Experience with statistical modeling software/programming languages such as SAS, Python, R, Matlab, C++, or VBA.
  • Proven track record of leading teams, ideally across geographies and matrixes.
  • Ability to present complex statistical concepts and results to non-technical audiences in a persuasive manner.
About Our Client

Our client is a globally significant financial institution that values innovation and strategic thinking. They offer an environment where your expertise will directly impact the organization's strategic direction. With a commitment to continuous learning and development, they provide opportunities for professional growth and advancement. Their inclusive culture fosters collaboration and respect, making it an ideal place to grow your career.



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