Start My Career is hiring a Senior Quantitative Model Validation Analyst specializing in XVA / CVA frameworks. In this fully remote role, you will work on high-impact projects for leading banks and financial institutions across Saudi Arabia and the GCC, focusing on derivative pricing and counterparty credit risk.
What You'll Do
- Independently validate pricing and risk models across asset classes including Interest Rates, FX, Equities, Commodities, Fixed Income, and Exotic Derivatives.
- Review and challenge XVA frameworks (CVA, DVA, FVA) and counterparty credit risk methodologies.
- Perform independent benchmarking, sensitivity analysis, stress testing, and model performance assessments.
- Assess model assumptions, limitations, and implementation risks.
- Review model documentation and ensure alignment with regulatory expectations.
- Engage with Front Office, Market Risk, Credit Risk, and Model Development teams.
- Support regulatory submissions and internal governance processes.
- Contribute to model risk framework enhancements.
What We're Looking For
- Proven experience as a Quantitative Pricing or Model Validation professional.
- Strong exposure to derivative pricing models and XVA / CVA frameworks.
- Experience validating or developing models across one or more key asset classes.
Work Mode
This is a fully remote position.
Start My Career is an equal opportunity employer.
