Our client is seeking a highly skilled and experienced Global Head of Traded Risk Model Validation. The successful candidate will be responsible for leading and managing Traded Risk and Treasury Independent Model Reviews globally, with functional oversight over validations conducted by teams across multiple locations. This is an opportunity to work in a dynamic environment where your expertise will have a direct impact on the strategic direction of the organisation.
What you'll do:
As the Global Head of Traded Risk Model Validation, you will play a crucial role in managing model risk within a globally significant financial institution. Your primary responsibility will be to lead and manage Traded Risk and Treasury Independent Model Reviews globally. You will ensure that model validations meet policy, regulatory, and required quality standards while communicating effectively across various levels within the organisation. Your ability to support skill development across teams while managing validation processes efficiently will be key to your success in this role.
- Lead the development, maintenance, and effective implementation of review methodology for Traded Risk and Treasury models.
- Ensure model validations meet policy, regulatory and required quality standards.
- Communicate across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of the firm’s model choices.
- Support the development of skills and knowledge across the Independent Model Review teams through insightful feedback.
- Manage, prioritise and optimise Traded Risk and Treasury Independent Model Review validations and staffing.
- Ensure enterprise-wide risk model review policies and standards are communicated, understood and embedded by stakeholders for Traded Risk and Treasury models.
What you bring:
The ideal candidate for the Global Head of Traded Risk Model Validation position brings extensive experience in model risk management within a globally significant financial institution. You possess a Master's degree or equivalent professional qualification in a quantitative or technical field. Your strong knowledge of financial institutions' business models, products, and key risk drivers sets you apart. You have proven experience with statistical modelling software and programming languages such as SAS, Python, R, Matlab, C++, or VBA. Your ability to lead teams across geographies and matrixes, coupled with your skill in presenting complex statistical concepts to non-technical audiences, will be crucial in this role.
- Master’s Degree or equivalent professional qualification in a quantitative or technical field.
- Experience in model risk management at a Globally Significant Financial Institution (GSFI).
- Strong knowledge of a financial institutions business model, products and key risk drivers.
- Experience with statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
- Proven track record of leading teams, ideally across geographies and matrixes.
- Ability to present complex statistical concepts and results to non-technical audiences in a persuasive manner.
What sets this company apart:
Our client is a globally significant financial institution that values innovation and strategic thinking. They offer an environment where your expertise will directly impact the organisation's strategic direction. With a commitment to continuous learning and development, they provide opportunities for professional growth and advancement. Their inclusive culture fosters collaboration and respect, making it an ideal place to grow your career.
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
