Risk Model Validation Specialist

Urgent Contract need

We are supporting a leading banking client who requires an experienced

Risk Model Validation Specialist

to start as early as

Monday .

You must have professional/Native German language skills

This is a hands-on validation role within trading book risk.

You will be responsible for operational delivery of validations covering: IRC (Incremental Risk Charge)

– credit spread/default risk in the trading book xVA risk models

– counterparty & valuation adjustments

You’ll be supported by a senior SME, but you will take ownership of executing and delivering the validations.

What We’re Looking For:

Strong experience in

Risk Control / Model Validation

within banking Solid grounding in

quantitative finance & statistics Experience validating

market risk or credit risk models Ideally prior exposure to

IRC and/or xVA frameworks Able to operate independently in a fast-moving environment

Start - Immediate – early next week

Competitive daily rate – depending on experience

If you have relevant IRC or xVA validation experience and are immediately available, please send your CV or message me directly for a confidential discussion.

Alternatively, if you know someone suitable, I would appreciate an introduction.