Primary responsibilities include conducting comprehensive internal validations of market risk models, performing detailed statistical and qualitative assessments of risk methodology, and developing comprehensive reports that provide critical insights into market risk framework and potential improvements.
Required experience includes a strong background in financial risk management, advanced statistical skills, proficiency in quantitative analysis techniques, and deep understanding of market risk modeling. Candidates should have a degree in finance, mathematics, economics, or a related field, with proven experience in risk validation or similar roles.
The role offers a competitive compensation package, opportunities for professional development within a leading global financial institution, exposure to complex risk management processes, and the chance to work with cutting-edge financial technologies and methodologies in a dynamic, innovative environment.
