Model Validation Associate
SMBC Group is a top-tier global financial group offering a diverse range of financial services. They are seeking an Associate - Model Validation to join the Trading & Liquidity Model Validation Team, responsible for the independent validation of various financial models.
Responsibilities
- Conduct end-to-end validations and reviews of pricing, market risk, liquidity, ALM, and E-trading, etc., models
- Apply robust model validation methodology to assess the conceptual soundness of model theory, quality of model implementation, and model ongoing monitoring
- Document model validation reports and coordinate with stakeholders to resolve findings
- Communicate technical concepts to non-technical audience
- Identify opportunities to enhance model development/validation governance and controls
- Develop business intelligence and technology solutions to standardize and automate key processes
- Monitor model usage and performance to ensure compliance with internal policies and external regulations
- Work closely with model developers, risk managers, model governance, and other model validation teams to understand their needs and provide feedback on model validation & governance best practices
- Provide training and support to model owners and developers
- Stay informed about industry trends and best practices
Skills
- Master's Degree required (MA / MS / MBA) in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field with 1-3 years of experience
- Strong analytical skills, both quantitative and qualitative
- Proficient in programming, especially Python
- Proficiency in business intelligence tools, programming skills, and modern risk analytics platforms
- Good analytical and problem-solving skills, with attention to detail and a commitment to accuracy
- Strong written and verbal communication skills, with the ability to present complex information clearly and concisely
- Ability to build and maintain effective working relationships with stakeholders at all levels
- Demonstrated ability to work collaboratively in a team environment
- Strong organizational and project management skills, with the ability to manage multiple tasks and priorities simultaneously
Benefits
- Competitive portfolio of benefits
Company Overview
Company H1B Sponsorship