Assistant Vice President - Model Validation - BFS (2-12 yrs)

We are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin (SIMM). The role involves working on derivatives pricing, risk modelling and exposure analysis across multiple asset classes.

Some of the key responsibilities will include:

- Develop and validate counterparty risk models for derivatives and structured finance.

- Perform risk analysis, model testing and performance reviews.

- Collaborate with internal teams on risk methodologies and regulatory requirements.

- Support senior stakeholders with data-driven insights and reporting.

To be eligible for this role you will require:

- 2-12 years of experience.

- MSc+ in Mathematics, Finance, Engineering or related field.

- Experience in pricing models, exposure modelling or risk analytics.

- Strong programming skills in Python, R, VBA and Excel (C++ / C# preferred).

- Excellent problem-solving and analytical skills.