Associate Vice President, Model Risk & Validation

The Company is seeking an Associate Vice President for Model Risk and Validation. The successful candidate will be responsible for the end-to-end model risk management process for a specific subset of models, including validation, ongoing monitoring, change reviews, and communication of findings to senior management. This role offers the opportunity for broad quantitative exposure and genuine ownership, with a focus on market risk, liquidity risk, and initial margin models. The ideal candidate will have an MSc or PhD in a relevant field, experience in model validation, quantitative analysis, or risk analytics, and a strong knowledge of the specific model types. Technical skills in Python and SQL are essential, as is the ability to present complex findings clearly to both technical and non-technical stakeholders. Applicants for this role at the company should be adept at assessing model design and assumptions, benchmarking results, and reviewing backtesting and stress testing. The role requires the ability to lead complex model reviews independently and to recommend practical improvements where weaknesses are identified. Experience with exchange-traded derivatives or a professional qualification such as FRM, PRM, or CFA is considered advantageous. The position is well-suited to individuals who enjoy technical depth, ask incisive questions, and are eager to see their work influence the management of models. If you are ready to take on a significant part of a model risk inventory and expand your technical experience, this role offers a challenging and rewarding opportunity.