Responsibilities:A variety of soft skills and experience may be required for the following role Please ensure you check the overview below carefully.Engage in the validation and approval sign off of the firm''s models across Liquidity Risk, Market Risk, and Counterparty Risk models.Challenge model assumptions, implementations, and mathematical formulations.Review and oversee the monitoring of the performance of models including outcomes, verification, and benchmarking.Understand and communicate the risks of model limitations to senior management.Requirements:Education: PhD/Masters in a finance/mathematical/quantitative fieldPrior Experience: 5-8 years in model validation of liquidity/market/counterparty risk models.Knowledge: Strong understanding and experience working with ILST/VaR modelsTechnical: Python