validation of the firms various internal models, covering traded risk (market and CCR), pricing, valuation/XVA and stress models..., and interpersonal skills. Prior experience working at an appropriate level within market/counterparty/stress/XVA risk modelling...
Description: Perform independent validations of the market risk models, pricing models and stress methodologies The... was directly related to model design and testing, model validation and / or model risk management. Hands-on experience in...