Senior CCR/XVA Model Validator

hace 9 horas

Madrid, España Alovia A tiempo completo

A consulting firm in Spain is seeking a Lead Model Validator to ensure the soundness of CCR exposure and XVA models. The ideal candidate will have over 5 years of experience in model validation and a strong technical understanding of quantitative risk. Key responsibilities include leading validation processes, owning the IMM backtesting framework, and mentoring junior staff. A Master's or PhD in a quantitative discipline is required. This role offers a collaborative and dynamic work environment with a focus on innovation.
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