JD Engage in new model validation activities for a subset of models in the coverage area Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs Assess completeness of testing performed to support the correctness of the implementation Assist with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy Work with model developers and model users across the firm to understand methodology and usage Liaise with other Model Governance groups in relevant coverage areas across the firm looking for have the following skills, experience, and qualifications: Quantitative background with at least a Masters degree in Maths, Science, Engineering, Statistics, Quant Finance etc Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods Knowledge of finance industry, particularly in modeling- valuation, risk, capital, forecasting, investment management Domain expertize in XVA (CVA, DVA, FVA, KVA) would be a strong plus Experience in model validation and/or model development preferred Strong communication and interpersonal skills Strong project management and organizational skills; ability to multi-task and meet deadlines Ability to work independently, with remote supervision Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues