Executive Director - Model Risk Specialist

Skills, experience, qualifications and knowledge required:

- Master's or PhD in quantitative sciences, with 12-15 years of relevant experience in model risk management, including relevant experience as a practitioner (developer of validator)

- Proven track record of leading complex model risk assignments in a global financial institution

- Deep expertise in pricing and risk models design, development, calibration, stress testing and validation. The experience should be in 1st or 2nd line of defence functions at an institution dealing with complex capital markets products trading activities. Consulting experience would also be considered.

- Comprehensive understanding of quantitative finance, model development, and validation frameworks

- Strong financial mathematics background with expertise in stochastic calculus, statistics, and numerical methods

- Experience managing and developing technical teams

- Extensive market knowledge across asset classes and experience in risk managing derivative products (IR, FX, Credit, Equity, Inflation, etc.)

- Strong project management capabilities and demonstrated ability to deliver under pressure

- Excellence in stakeholder management at senior levels

- Outstanding written and verbal communication skills

- Proven ability to challenge and influence senior stakeholders while maintaining professionalism

- Independent thinking and strategic mindset

- Previous audit experience advantageous

- Proficiency in programming languages, preferably Python, and experience with data analytics