Senior Validation Manager

Overview

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

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
• IMM backtesting and outcomes analysis
• EPE, EEPE, PFE, including methodology design, thresholds, exception governance, and root-cause analysis.
• Provide effective challenge of risk factor simulation and calibration, curve construction, discounting, and portfolio aggregation.
• Validate netting and collateral (CSA) mechanics, VM / IM, MPoR, close-out assu...