VP Market Risk FRTB Model Validation

My client is a Tier One Bank looking for an FRTB SME with knowledge in FRTB IMA model validation

The successful candidate will have a quantitative and analytical background in order to develop new IMA models in line with new standards that are implemented

The role will involve management of the implementation of the model risk framework across entities/countries which includes, risk appetite, risk taxonomy and risk control library strategy framework.

You will also be facing off to a number of regulators including PRA, HKMA and ECB.