Equity Derivatives Model Validation Director

Lead model validation efforts and assess risks as a Director in equity derivatives. Ensure model integrity and capability, while effectively communicating findings to stakeholders for transparency. In this influential role, you'll perform validation and testing of complex models, creating benchmarks for exotic equity derivatives.

Your work will include developing scalable testing libraries and comparing validation results against developers’ outcomes. Engage with trading teams to provide insights that improve risk metrics and strategy. Key Responsibilities:

• Perform independent validation and testing of models
• Develop and maintain independent benchmark models
• Coordinate model validation reporting and sign-off
• Monitor effectiveness of validation frameworks
• Provide technical guidance on model risk management Requirements:
• PhD or Master’s in quantitative fields required
• Over 15 years in model validation or quantitative research
• Expertise in stochastic calculus and numerical analysis
• Strong skills in C++ and Python
• Experience with regulatory frameworks related to derivatives Elevate risk management strategies and model integrity through your extensive experience in model validation and quantitative disciplines.