Consultant/Manager – Market Risk & Model Validation Talentech Solutions

The Corporate Institute; Hinoba-an; On-site; PHP 600,000 - 1,200,000; Full time

Job summary

The Corporate Institute is seeking professionals with experience in Market Risk, Model Risk Management, and quantitative risk analytics to join our Risk Advisory practice. You will work with leading global financial institutions on model development, validation, and regulatory compliance across market risk, derivatives, and valuation models.

You will be part of multidisciplinary teams delivering high-quality, well-documented analytical solutions and SME guidance to clients worldwide.

Qualifications

• 2–6 years of relevant experience in Market Risk, Model Risk Management, Model Validation, Model Development, Quantitative Risk, or Financial Risk Consulting.
• Strong understanding of Market Risk concepts and risk measurement methodologies, especially VaR and SVaR.
• Experience with model development, validation, and regulatory compliance processes.

Responsibilities

• Develop, validate, review, and assess Market Risk and pricing models (VaR, SVaR, CPR, XVA).
• Perform end-to-end model validation including back-testing and sensitivity analysis.
• Apply quantitative techniques to evaluate model performance and uncertainty.
• Review derivative pricing/valuation models for plain vanilla and exotic instruments.
• Conduct model risk assessments and document findings clearly in reports.
• Provide SME guidance on Market Risk and MRM to global client teams.
• Ensure adherence to SR 11-7 and equivalent regulatory requirements.

Skills

Market Risk

Model Risk Management

Model Validation

Quantitative Risk

Financial Risk Consulting

VaR

SVaR

Regulatory awareness

Documentation & Reporting

Education

CA / MBA (Finance) / PGD in Finance

Finance-related discipline

Tools

Python

SQL

Job description

Role Overview:

We are looking for professionals with experience in Market Risk, Model Risk Management (MRM), quantitative risk analytics, and financial risk modeling to join our Risk Advisory practice.

The role involves working with leading global financial institutions on model development, validation, model risk assessment, regulatory compliance, and risk management across market risk, derivatives, counterparty risk, and valuation models.

The candidate will work as part of multidisciplinary consulting teams, supporting clients in addressing complex risk management and regulatory challenges while delivering high-quality, well-documented, and reproducible analytical solutions.

Key Responsibilities:

• Develop, validate, review, and assess Market Risk and financial pricing/valuation models, including VaR, SVaR, RNIV, Counterparty Risk (CPR), XVA models, and market risk stress testing.
• Perform end-to-end model validation, covering conceptual soundness, methodology assessment, benchmarking, statistical testing, back-testing, sensitivity analysis, outcome analysis, and impact assessment.
• Apply statistical and quantitative techniques to assess model performance, robustness, stability, assumptions, limitations, and uncertainty.
• Review and validate derivative pricing and valuation models, covering plain vanilla and/or exotic instruments.
• Conduct model risk assessments, identifying model limitations, weaknesses, data issues, methodological gaps, and model-use constraints.
• Prepare high-quality model validation and model risk management reports, clearly documenting methodology, assumptions, analysis, limitations, findings, and conclusions.
• Provide subject matter expertise (SME) on Market Risk, quantitative models, and Model Risk Management (MRM) to global client teams.
• Ensure adherence to relevant Model Risk Management guidelines and regulatory frameworks, including SR 11-7 and equivalent regulatory requirements.

Required Skills & Expertise:

• 2 – 6 years of relevant experience in Market Risk, Model Risk Management, Model Validation, Model Development, Quantitative Risk, or Financial Risk Consulting.
• Strong understanding of Market Risk concepts and risk measurement methodologies, particularly VaR and SVaR.
• Proficiency in Python for quantitative analysis, statistical testing, data analysis, model validation, and automation.
• Working knowledge of SQL for data extraction, manipulation, and analysis.
• Knowledge of SR 11-7 or equivalent global Model Risk Management frameworks.
• Excellent documentation, report writing, presentation, and stakeholder management skills.

Educational Qualifications:

• CA / MBA (Finance) / PGD in Finance or equivalent qualification.
• Candidates with a strong background in Finance, Quantitative Finance, Risk Management, Mathematics, Statistics, Economics, or related disciplines may also be considered based on relevant experience.