Model Validation - Lead - Pricing/counterparty Credit Risk

MUFG

**
6–10 years of model validation experience
Strong expertise in derivative pricing models
Proficiency in programming languages like python
** MUFG is seeking a Lead for Model Validation in Pricing and Counterparty Credit Risk, responsible for validating models and leading a small team. The role requires significant experience in quantitative finance, with a focus on derivative pricing and counterparty credit risk models, alongside strong programming skills and regulatory knowledge. **

Job Summary

  • MUFG is committed to building long-term relationships and fostering sustainable growth.
  • The candidate will lead a team of model validators and ensure quality and timely delivery of outputs.
  • This role offers opportunities to work across all areas of the bank, enhancing model validation processes.

Matching Summary

Match Score: 75

** MUFG is seeking a Lead for Model Validation in Pricing and Counterparty Credit Risk, responsible for validating models and leading a small team. The role requires significant experience in quantitative finance, with a focus on derivative pricing and counterparty credit risk models, alongside strong programming skills and regulatory knowledge. **

Skills & Requirements

Must-have

  • 6–10 years of model validation experience
  • Strong expertise in derivative pricing models
  • Proficiency in programming languages like Python

Nice-to-have

  • Excellent verbal and written communication skills
  • Experience mentoring junior team members
  • Ability to challenge methodologies and resolve findings

Key Requirements

  • Advanced degree in Quantitative Finance or related discipline
  • Familiarity with regulatory requirements like FRB SR 11-7
  • Experience leading validation workstreams

Work Rights

Not specified

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