Model Risk Management / Model Validation Specialist

Key Responsibilities:

• Work within the Model Risk Management (MRM) framework covering pre-trade and post-trade model risk activities.
• Perform independent validation and assessment of financial and investment risk models.
• Validate models used for investment, financial modelling, pricing, risk measurement and trading activities.
• Review model methodology, assumptions, data, limitations, performance and implementation.
• Conduct model development, evaluation and validation activities, including back-testing, stress testing and sensitivity analysis.
• Assess model performance across pre-trade and post-trade workflows and identify model weaknesses or limitations.
• Prepare detailed Model Validation Reports, findings, recommendations and remediation requirements.
• Partner with Model Developers, Quantitative Analysts, Risk, Trading and Business teams to resolve model risk issues.
• Ensure models comply with established Model Risk Management policies, governance standards and validation procedures.
• Support model inventory, model lifecycle management, risk ratings, approvals and ongoing monitoring.
• Preferred candidates should have prior experience working on Investment / Financial Model Risk Management and m