The Company is seeking a Model Validation Vice President to join their EMEA Model Risk Management team. The successful candidate will be responsible for the independent validation of quantitative models across various asset classes, with a specific focus on PFE and XVA types. This role is pivotal in ensuring the integrity of the group's risk management framework, and the candidate will be expected to design challenger models, conduct thorough reviews, and prepare comprehensive reports. Collaboration with risk analytics professionals and front office quants is essential to ensure robust model governance and compliance with regulatory standards. The ideal candidate should have a strong background in quantitative modeling, particularly within counterparty credit risk or derivatives pricing, and demonstrable expertise in working with xVA models. Applicants for the Model Validation Vice President position at the company should possess a postgraduate degree in a quantitative discipline and have a solid understanding of financial mathematics, pricing methodologies, and risk modeling techniques. Proficiency in programming languages such as Python or R is required, as is a good knowledge of data science principles. The role demands excellent communication skills, meticulous attention to detail, and a structured approach to problem-solving. The candidate will be expected to stay abreast of industry advancements and proactively identify areas for model enhancement. This is an exceptional opportunity for a professional who is passionate about quantitative modeling and is looking to make a meaningful impact within a globally renowned organization.

Hiring Company

MUFG