Senior Model Validator

Responsibilities

• Lead end-to-end validation of Trading Book financial risk models focusing on XVA and derivatives valuation
• Independently assess model methodology, implementation, assumptions, and performance
• Execute risk-based model validations in accordance with the Model Risk Management Framework
• Prepare comprehensive validation reports and present findings to governance committees
• Assess model limitations and recommend appropriate remediation actions
• Provide effective challenge to model developers and first-line model owners
• Support innovation through automation, data analytics, and AI-enabled validation techniques
• Mentor junior team members and promote knowledge sharing

Requirements

• Extensive experience validating Trading Book financial risk models
• Strong expertise in XVA methodologies and complex financial derivatives valuation
• Solid quantitative background in Financial Mathematics, Stochastic Calculus, Statistics, or Econometrics
• Experience in Model Risk Management or independent model validation
• Strong understanding of valuation adjustments (AVA) and regulatory frameworks
• Hands-on programming experience in Python (NumPy, pandas, Polars, QuantLib, ORE)
• Familiarity with emerging AI technologies and AI governance principles
• Excellent written and verbal communication skills for stakeholder management

About the Company

Everience is an international consulting group delivering AI-augmented digital services and placing people at the heart of the AI revolution.