Model Validation_Counterparty Credit Risk

This role involves independently validating counterparty credit risk and XVA models to ensure their accuracy and compliance with regulatory standards. The position requires conducting end-to-end validation, including reviewing methodologies, assumptions, and numerical robustness, while designing and executing independent testing and benchmarking. The successful candidate will collaborate with various teams to challenge methodologies, resolve validation findings, and prepare clear reports for senior management and regulators.