Senior Model Validator – Trading Book & XVA (m/w/d)

Our client is looking for an experienced Senior Model Validator to join a specialist Model Risk Management team responsible for the independent validation of Trading Book financial risk models.In this role, you will lead end-to-end model validation activities with a primary focus on XVA methodologies, financial derivatives valuation, and valuation adjustments. You will independently assess model design, implementation, assumptions and performance while providing effective challenge to model developers and model owners.Working within a highly regulated environment, you will produce high-quality validation reports for governance committees and senior stakeholders, advise on model risk and remediation strategies, and contribute to the continuous enhancement of validation methodologies. The role also offers the opportunity to help shape the future of model validation by leveraging automation and AI-driven validation techniques.ResponsibilitiesAs a Senior Model Validator, you will:Lead the end-to-end validation of Trading Book financial risk models with a focus on XVA and derivatives valuation.Independently assess model methodology, implementation, assumptions and performance against regulatory and internal standards.Execute risk-based model validations in accordance with the organisation's Model Risk Management Framework.Prepare comprehensive validation reports and present findings to governance committees and senior stakeholders.Assess model limitations, material risks and recommend appropriate remediation actions.Provide effective challenge to model developers and first-line model owners throughout the validation process.Contribute to the continuous improvement of validation methodologies, governance and best practices.Support innovation initiatives through the application of automation, data analytics and AI-enabled validation techniques.Mentor junior team members and promote knowledge sharing across the validation function.Collaborate closely with quantitative analysts, risk managers, model developers and regulatory stakeholders.