Key Role:
As a Senior Analyst/Manager, you will be responsible for the independent validation of models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), the Standardised Initial Margin Model (SIMM) and associated valuation pricing models used for trading activity.
* You will utilise your skills in model calibration using statistical or stochastic models, advanced numerical/statistical techniques, with knowledge of computational finance.
The position involves collaboration with cross-functional teams to ensure that financial and risk models used by our organisation are appropriately managed and validated.