Found Description
Job Description
ALOVIA Consulting, we are looking for an Lead Model Validator (CCR / XVA / IMM) for one of our clients in the services sector in Spain.
ALOVIA Consulting, we are looking for an Lead Model Validator (CCR / XVA / IMM) for one of our clients in the services sector in Spain.
Lead the independent validation of CCR exposure (IMM) and XVA models across derivatives portfolios, ensuring conceptual soundness, implementation integrity, and robust ongoing performance monitoring.
Own the IMM backtesting / outcomes analysis framework (EPE/EEPE/PFE), including methodology design, segmentation, threshold setting, exception governance, and root‑cause investigations.
Provide effective chal...
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