Model Validation - Market/Liquidity/Pricing - Vice President (m/f/d)

Sumitomo
Frankfurt
Workplace: OnsiteFull timeEUR 76,000 - 114,000 annuallyFunction: Executive & General ManagementExperience: 5+ yearsSkills: ["Leadership","Coaching","Mentoring","Analytical skills","Written communication","Verbal communication","Risk management","Judgement and decision making","Driving results"]

Lead and oversee validation of pricing, market risk, liquidity, CCR/xVA, e-trading, and ALM models across EMEA. Provide validation opinions with clear escalation and remediation tracking, and communicate findings to senior stakeholders and governance forums. Support build-out of the EMEA Model Validation Team through recruitment, onboarding, coaching, and setting repeatable validation standards, while aligning with model validation teams across regions. Execute selected validations and apply Group validation outputs as appropriate.

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Sumitomo
Sumitomo
4 days ago

Model Validation - Market/Liquidity/Pricing - Vice President (m/f/d)

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Last checked: 10 hours agoStatus: Live

Job Summary

Lead and oversee validation of pricing, market risk, liquidity, CCR/xVA, e-trading, and ALM models across EMEA. Provide validation opinions with clear escalation and remediation tracking, and communicate findings to senior stakeholders and governance forums. Support build-out of the EMEA Model Validation Team through recruitment, onboarding, coaching, and setting repeatable validation standards, while aligning with model validation teams across regions. Execute selected validations and apply Group validation outputs as appropriate.
Location: Frankfurt
Workplace: Onsite
Employment Type: Full time
Job Function: Executive & General Management
Seniority: Sr. Director level

Key Responsibilities

  • •Lead and oversee validation of pricing, market risk, liquidity, CCR/xVA, e-trading and ALM models across EMEA, including execution of selected validations and review/adoption of Group validation outputs.
  • •Provide accountable validation opinions, findings, and recommendations, including timely escalation and effective tracking and resolution with clear communication to senior stakeholders.
  • •Oversee the validation findings lifecycle: issue severity assessment, remediation tracking, closure review, escalation of overdue actions, and reporting to governance forums.
  • •Support build-out of the EMEA Model Validation Team, including recruitment, onboarding, coaching, work allocation, quality review, procedure development, and establishing repeatable validation standards.
  • •Ensure strong alignment with EMEA Model Risk Management and Model Validation Americas Division Teams, and support EMEA model risk governance activities.

Pay and Benefits

Salary: EUR 76,000 - 114,000 annually
Perks:Health Insurance

Key Requirements

  • •Master’s degree or PhD in a quantitative discipline (e.g., Finance, Mathematics, Physics, Engineering, Computer Science) or related field.
  • •Typically 5+ years of relevant experience in model validation, model development, quantitative risk, front-office quantitative analytics, treasury, ALM, or risk methodology, including leading complex validation assignments.
  • •In-depth knowledge of validating pricing and market risk models including VaR, Expected Shortfall, and stress testing; as well as liquidity, derivative pricing, CCR/xVA, e-trading, and ALM models.
  • •Strong knowledge of model risk and prudential regulatory expectations, including CRR/CRD, FRTB, SA-CCR, CVA, ILAAP, IRRBB, and relevant EBA/ MaRisk/ECB/BaFin/Bundesbank expectations.
  • •Strong programming and data analysis skills (Python, R, SQL, C++ or similar) and strong written and verbal communication to technical and non-technical stakeholders.
Experience:5+ yearsModel validationQuantitative riskCapital marketsTreasuryALMFront office analytics
Skills:LeadershipCoachingMentoringAnalytical skillsWritten communicationVerbal communicationRisk managementJudgement and decision makingDriving results
Tech Stack:PythonRSQLC++VaRExpected ShortfallStress testingCCR/xVAE-tradingALM

Company Brief

Sumitomo
Sumitomo Corporation is a global diversified trading and investment conglomerate engaged in metal products, transportation, infrastructure, media, real estate, and other business domains through investments, trading, and integrated solutions worldwide.
Industry: Conglomerates & Holding Companies
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Tokyo, Japan
Founded: 1919
WebsiteLinkedIn