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In this role, you will:
Support the Director/Senior Manager in validating derivative pricing models used in capital markets and risk management for various purposes, including P/L calculation, sensitivity analysis, and limit monitoring. Manage validation projects independently or as part of a team; review model documentation; conduct research on new methodologies and validation techniques; and design and implement validation test plans. Prepare summary reports of findings and present professional opinions to the Director and Vice President, Global Model Risk Management.Manage relationships with key contacts identified for each validation request submission. Comply with internal policies, procedures, and applicable regulatory requirements. Provide support for large-scale projects as required. Stay abreast of industry and regulatory developments and evolving expectations; ...