VP Quant (Model Validation / Cross Asset Classes / FI)

Our client is a leading financial institution. They are seeking a senior quantitative specialist to lead independent model validation across a broad and complex risk model universe. The Role Reporting to the Head of Model Validation, the incumbent will serve as the primary point of contact for all model validation activities. The role encompasses independent validation of margin, credit stress testing, derivatives pricing, collateral, liquidity stress, credit rating, and VaR models - ensuring these are accurate, robust, and fit for purpose. You will work closely within the risk, data, analytics and quant teams to scope and prioritise validation work, deliver quarterly validation reports, track findings, and ensure timely resolution of issues. Beyond validation, the role carries cross-functional responsibilities including support for new product launches, regulatory compliance (PFMI principles and MAS requirements), and digitalisation of the validation function through analytics and AI ...