Auf einen Blick
- Aufgaben: Leite die unabhängige Validierung von Modellen im Bereich Preisgestaltung und Risiko.
- Unternehmen: Führende globale Universalbank mit Sitz in Frankfurt.
- Vorteile: Attraktives Gehalt, Weiterbildungsmöglichkeiten und ein dynamisches Arbeitsumfeld.
- Weitere Informationen: Wachstumsorientierte Position mit exzellenten Karrierechancen.
- Warum dieser Job: Gestalte die Zukunft der Finanzmodelle und arbeite an spannenden Herausforderungen.
- Qualifikationen: Fortgeschrittene Qualifikation in quantitativen Disziplinen und 5+ Jahre Erfahrung.
Das prognostizierte Gehalt liegt zwischen 63000 - 77000 € pro Jahr.
Vice President - Model Validation Liquidity / Market / Pricing (gn)For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for a Vice President - Model Validation Liquidity / Market / Pricing (gn) to strengthen the team.
Purpose of the job The role is responsible for leading and overseeing the independent validation of pricing, market risk, liquidity, CCR/x VA, e-trading and ALM models.
It combines quantitative and model risk expertise with effective governance and oversight to ensure consistent validation standards, robust remediation of identified issues, and transparent reporting to relevant governance, assurance and regulatory stakeholders.
Tasks Direct independent review activities across pricing, market risk, liquidity, CCR/x VA, e-trading and ALM models, ensuring robust assessments, consistent standards and appropriate follow-up of identified issues.
Take ownership of validation conclusions and recommendations, including their documentation, escalation, resolution tracking and communication to senior stakeholders.
Manage model validation issues from initial assessment through remediation and closure, including prioritisation, overdue actions and governance reporting.
Contribute to building and strengthening the validation function through hiring, onboarding, coaching, resource allocation, quality assurance and development of standardised methodologies, while ensuring key risks and conclusions are effectively communicated.
Requirements Advanced degree in a quantitative discipline such as Mathematics, Physics, Engineering or Computer Science, combined with 5+ years of relevant experience in model risk, quantitative analytics, treasury, ALM or related areas.
Strong practical background in model validation, model development or quantitative risk analysis, including experience handling large and complex datasets.
Comprehensive expertise across pricing and risk methodologies, including risk factor modelling, Va R, Expected Shortfall, stress testing, liquidity, derivative pricing, CCR/x VA, e-trading and ALM models.
Sound understanding of relevant regulatory and prudential frameworks, including CRR/CRD, FRTB, SA-CCR, CVA, ILAAP, IRRBB, EBA guidelines, Ma Risk and applicable ECB/Ba Fin/Bundesbank or international model risk standards.
Strong quantitative and qualitative analytical capabilities, with the ability to assess complex methodologies, assumptions and model outcomes.
Proficiency in programming and data analysis tools such as Python, R, SQL or C++ is advantageous. #J-18808-Ljbffr
Standorte
Vice President - Model Validation - Liquidity / Market / Pricing Arbeitgeber: BLACKBULL INTERNATIONAL GmbH
Unser Kunde, eine führende globale Universalbank mit Sitz in Frankfurt, bietet eine herausragende Arbeitsumgebung für den Vice President - Model Validation. Die Unternehmenskultur fördert Innovation und Zusammenarbeit, während umfangreiche Weiterbildungsmöglichkeiten und ein starkes Engagement für die berufliche Entwicklung der Mitarbeiter im Vordergrund stehen. Zudem profitieren die Mitarbeiter von einem attraktiven Vergütungspaket und einer flexiblen Work-Life-Balance, die es ihnen ermöglicht, ihre Karriereziele in einem dynamischen und unterstützenden Umfeld zu erreichen.
Kontaktdaten:
BLACKBULL INTERNATIONAL GmbH Recruiting-Team
