Vice President - Model Validation - Liquidity / Market / Pricing

BLACKBULL INTERNATIONAL GmbH; Frankfurt; Vor Ort; EUR 120.000 - 180.000; Vollzeit

Zusammenfassung

BLACKBULL INTERNATIONAL GmbH in Frankfurt is seeking a Vice President - Model Validation Liquidity / Market / Pricing to lead independent validation across pricing, market risk, liquidity, CCR/xVA, e-trading and ALM, ensuring robust methodologies and governance.

You will own validation conclusions, coordinate remediation, coach more junior staff and report progress to senior stakeholders and regulators where required.

Qualifikationen

• Advanced degree in a quantitative field and 5+ years in model risk, analytics, treasury or ALM.
• Strong background in validation, development or quantitative risk analysis with large data sets.
• Experience across pricing, risk methodologies and regulatory frameworks (CRR/CRD, FRTB, SA-CCR, CVA, ILAAP, IRRBB).

Aufgaben

• Direct independent validation across pricing, market risk, liquidity, CCR/xVA, e-trading and ALM models.
• Own validation conclusions, documentation, escalation and senior stakeholder communication.
• Manage validation issues from assessment through remediation and governance reporting.
• Contribute to strengthening the validation function through methodologies and onboarding of staff.

Kenntnisse

Model validation

Quantitative analytics

Risk management

Regulatory knowledge

Python

R

SQL

C++ (advantageous)

Ausbildung

Advanced degree in Mathematics/Physics/Engineering/CS

Tools

Python

R

SQL

C++

Jobbeschreibung

Vice President - Model Validation Liquidity / Market / Pricing (gn)

For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for a Vice President - Model Validation Liquidity / Market / Pricing (gn) to strengthen the team.

Purpose of the job

The role is responsible for leading and overseeing the independent validation of pricing, market risk, liquidity, CCR/xVA, e-trading and ALM models. It combines quantitative and model risk expertise with effective governance and oversight to ensure consistent validation standards, robust remediation of identified issues, and transparent reporting to relevant governance, assurance and regulatory stakeholders.

Tasks

• Direct independent review activities across pricing, market risk, liquidity, CCR/xVA, e-trading and ALM models, ensuring robust assessments, consistent standards and appropriate follow-up of identified issues.
• Take ownership of validation conclusions and recommendations, including their documentation, escalation, resolution tracking and communication to senior stakeholders.
• Manage model validation issues from initial assessment through remediation and closure, including prioritisation, overdue actions and governance reporting.
• Contribute to building and strengthening the validation function through hiring, onboarding, coaching, resource allocation, quality assurance and development of standardised methodologies, while ensuring key risks and conclusions are effectively communicated.

Requirements

• Advanced degree in a quantitative discipline such as Mathematics, Physics, Engineering or Computer Science, combined with 5+ years of relevant experience in model risk, quantitative analytics, treasury, ALM or related areas.
• Strong practical background in model validation, model development or quantitative risk analysis, including experience handling large and complex datasets.
• Comprehensive expertise across pricing and risk methodologies, including risk factor modelling, VaR, Expected Shortfall, stress testing, liquidity, derivative pricing, CCR/xVA, e-trading and ALM models.
• Sound understanding of relevant regulatory and prudential frameworks, including CRR/CRD, FRTB, SA-CCR, CVA, ILAAP, IRRBB, EBA guidelines, MaRisk and applicable ECB/BaFin/Bundesbank or international model risk standards.
• Strong quantitative and qualitative analytical capabilities, with the ability to assess complex methodologies, assumptions and model outcomes.
• Proficiency in programming and data analysis tools such as Python, R, SQL or C++ is advantageous.