Senior Validation Lead

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. ¿Tiene las siguientes habilidades, experiencia e impulso para tener éxito en este puesto? Descúbralo a continuación. 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 calibrati...