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hace 30 minutos
What are we looking for?
At
Sotec / Astek Group
, we are looking for a Senior Quantitative Model Validator
Main responsibilities:
- 5+ years of experience
in model validation, quantitative model development, or quantitative risk, with strong exposure to
CCR, XVA, and IMM
frameworks. - Lead the
independent validation of CCR (IMM) and XVA models
, ensuring conceptual soundness, implementation integrity, and ongoing performance monitoring. - Own
IMM backtesting and outcomes analysis
(EPE, EEPE, PFE), including methodology design, segmentation, threshold setting, exception governance, and root-cause investigations. - Provide effective
challenge
of key modelling components:
Monte Carlo exposure engines, r
isk factor simulation and calibration - Prepare and present validation conclusions to
Model Risk / MRM committees
, driving remediation plans with model owners and Technology teams - Partner closely with
Front Office, Market and Credit Risk, Finance, and Technology
to resolve findings and enhance model transparency and automation
Project Conditions
Work modality:
100% Remote after the training in Madrid
Duration:
Long-term project
SOTEC is an equal opportunity employer, committed to diversity and inclusion, without distinction of race, gender, religion, age, sexual orientation, marital status, disability, nationality, or gender identity. We are proud to actively work every day to prevent any form of bias.
