VP/AVP, Risk Model Validation

Our client is a leading financial institution seeking a Risk Model Validation Specialist to support its multi-asset platform. This role sits within Risk and focuses on independent model validation, new product support, and driving innovation through analytics and AI.

Key Responsibilities

• Perform independent validation of risk models (e.g. derivatives pricing, VaR, stress testing, margin, liquidity, credit)
• Assess model design, assumptions, and controls for new product launches
• Partner with Risk, Quant, and Control teams to prioritise validation work
• Ensure compliance with regulatory standards (e.g. PFMI, MAS)
• Drive automation and digitalisation of validation processes using analytics and AI
• Contribute to initiatives such as AI governance and climate scenario modelling

Requirements

• Degree in a quantitative discipline; postgraduate preferred
• 10 years experience in risk analytics, model development, or validation
• Strong knowledge of derivatives pricing and market risk (VaR, stress testing, sensitivities)
• Good understanding of capital markets products (FI, equities, FX, commodities)
• Proficiency in Python, SQL, and data tools (e.g. JupyterLab, version control)
• Familiarity with Bloomberg/Reuters

Profile

• Analytical, detail-oriented, and self-driven
• Strong communicator with the ability to simplify complex concepts
• Curious, adaptable, and forward-looking, particularly in AI-driven risk management
• Demonstrates ownership and leadership potential

Application Process:

Interested candidates should submit their resume to Foo Jun Jie at [Confidential Information] quoting the job title. Only shortlisted candidates will be contacted.

License No: 24S2395

Registration No: R1551124