Model Validation Senior Specialist- Derivative Pricing, AVP

Description

Model Risk Management’s mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for :

• Performing robust independent model validation;
• Ensuring early and proactive identification of Model Risks;
• Designing and recommending Model Risk Appetite;
• Effectively managing and mitigating Model Risks;
• Establishing Model Risk metrics;
• Designing and implementing a strong Model Risk Management and governance framework;
• Creating bank-wide Market Risk policies

The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank.

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy

Your key responsibilities

Your skills and experience

Education / Qualifications

How we’ll support you