Algo-Trading Model Validator

Traded Risk Model Validation team is seeking a validator to perform model validations, build benchmark models, and conduct testing. The role requires collaborative working with validators globally and assessing model risk across credit pricing models and credit Algo-trading models.

Requirements

• Practical knowledge of fixed income and credit markets
• Hands-on experience with large data sets
• Experience in Market Risk Metrics such as VaR/sVaR backtesting
• Familiarity with e-Pricing platforms
• Experience with credit and Fixed Incomes pricing models
• Proactivity and self-motivation
• Strong writing skills
• Strong communication skills
• Fluency in written and spoken English

Benefits

• Competitive salary
• Core bank funding for retirement savings
• Medical and life insurance
• Flexible and voluntary benefits
• Time-off including annual leave, parental/maternity, sabbatical, and volunteering leave
• Flexible working options
• Proactive wellbeing support
• Continuous learning culture
• Inclusive and values-driven organisation