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Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)

L5

capitexDenver, COyesterday

Occupations

Financial Quantitative AnalystsFinancial Risk SpecialistsFinancial and Investment Analysts

Industries

Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationCommercial Banking
Quantitative Pricing / Model Validation Professional We are supporting leading banks and financial institutions across Saudi Arabia and the GCC who are strengthening their quantitative risk and model validation capabilities. We are seeking experienced Quantitative Pricing / Model Validation professionals with strong exposure to derivative pricing models and XVA / CVA frameworks. This role is fully remote, working on high-impact projects across capital markets and risk functions. This opportunity is ideal for technically strong quants who have validated or developed models across one or more key asset classes and want exposure to complex regional banking environments.
Key Responsibilities: Independently validate pricing and risk models across one or more asset classes:
  • Interest RatesFXEquitiesCommoditiesFixed IncomeNon-linear / Exotic Derivatives
  • Review and challenge XVA frameworks including CVA, DVA, FVA, and related counterparty credit risk methodologies
  • Perform independent benchmarking, sensitivity analysis, stress testing and model performance assessments
  • Assess model assumptions, limitations, and implementation risks
  • Review model documentation and ensure alignment with regulatory expectations
  • Engage with Front Office, Market Risk, Credit Risk and Model Development teams
  • Support regulatory submissions and internal governance processes
  • Contribute to model risk framework enhancements
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Apply now (opens in a new tab)

Level

SeniorL5

Location

Denver, CO

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

yesterday

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