On behalf of their client, a globally recognised financial group, they are seeking a committed and knowledgeable Assistant Vice President, Model Risk Quantitative Analyst.

This role provides the chance to enhance your skills, utilise advanced technologies, and take charge of your career.

What you'll do:

As an Assistant Vice President, Model Risk Quantitative Analyst, you will play a crucial role in the independent model validation of derivative pricing methodologies across all asset classes and model types. You will be responsible for designing, modelling and prototyping challenger models as well as conducting quantitative analysis of model frameworks. Your excellent attention to detail will be essential in testing models' numerical implementations and reviewing documentations. You will also ensure adherence to governance requirements while documenting findings in validation reports.

• Perform initial and periodic validation of pricing models
• Design, model and prototype challenger models
• Conduct quantitative analysis and review of model frameworks, assumptions, data, and results
• Test models numerical implementations and review documentations
• Check adherence to governance requirements
• Document findings in validation reports, including raising recommendations for model improvements
• Ensure models are validated in line with regulatory requirements and industry best practice...