Senior Market Risk & Model Validation Consultant

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

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.