Job Summary
The Director is responsible for overseeing the complete lifecycle of front office pricing, valuation, and risk models used within Commercial Sales & Trading desks. This role establishes the primary authority on model design and ensures adherence to both internal governance standards and regulatory compliance.
Responsibilities
- Create and manage the full range of front office pricing and risk models.
- Ensure models meet compliance standards with regulatory bodies and internal governance.
- Act as the lead authority for model design and implementation.
- Collaborate and communicate effectively with regulators, auditors, and various cross-functional teams.
Qualifications
- A minimum of 10 years of experience in front office quantitative modeling or within capital markets.
- Advanced expertise in pricing and risk management.
- Demonstrated strong communication skills.
- Proven ability to engage with various stakeholders including regulatory and audit bodies.
