AVP- Model Validation

JD
Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.
Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modeling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.
Requirement:
To hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
Experience in financial modeling and/or model validation. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable
Communicate effectively with senior stakeholders
Experience of managing/leading teams, ideally in the context of model validation and/or financial modeling.