Model Risk (Rates) (Risk Management) : Job Level - Vice President

What you’d do

Validate complex pricing models used by Fixed Income businesses, especially Rates, FX and Commodities Trading, for daily valuation and risk management. Assess documentation, conceptual soundness, and model performance monitoring, and run independent quantitative testing. Full time. Found on the employer's careers page on Oct 6, 2026. Apply through the link.

You’ll need

• Quantitative model validation experience
• Knowledge of pricing models for Rates, FX, Commodities
• Independent quantitative testing skills
• Understanding of model risk management standards