Job Description
At Lognext we have been accompanying companies and teams for more than 18 years to identify and implement the technology necessary to advance, making their challenges and objectives our own and getting closer to their reality. Being a NEXTER means that your career and talent truly matter, allowing you to reach your next level.
We are looking for a
Senior Model Validation Manager – CCR/XVA
to join our team for a
leading multinational in the investment banking sector
.
&## ;
Key Responsibilities:
Independently lead the
validation of CCR (IMM) and XVA models
across derivatives portfolios.
Own
IMM backtesting and outcomes analysis
(EPE, EEPE, PFE), including methodology design, thresholds, exception governance, and root-cause analysis.
Provide effective challenge of
Monte Carlo exposure engines
, risk factor simulation and calibration, curve construction, discounting, and portfolio aggregation.
Validate
netting and collateral (CSA) mech...
We are looking for a
Senior Model Validation Manager – CCR/XVA
to join our team for a
leading multinational in the investment banking sector
.
&## ;
Key Responsibilities:
Independently lead the
validation of CCR (IMM) and XVA models
across derivatives portfolios.
Own
IMM backtesting and outcomes analysis
(EPE, EEPE, PFE), including methodology design, thresholds, exception governance, and root-cause analysis.
Provide effective challenge of
Monte Carlo exposure engines
, risk factor simulation and calibration, curve construction, discounting, and portfolio aggregation.
Validate
netting and collateral (CSA) mech...
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