Model Validation - Market/Liquidity/Pricing - Assistant Vice President (m/f/d) (Frankfurt, HE, DE, 60311)

Sumitomo
Frankfurt
Full timeEUR 64,000 - 96,000 annuallyFunction: Executive & General ManagementExperience: 2-5 yearsEducation: mastersSkills: ["Analytical and problem-solving","Attention to detail","Written communication","Verbal communication","Stakeholder collaboration"]

Join the EMEA Model Risk Management team as an AVP for Model Validation covering Market/Liquidity/Pricing models. You will independently validate pricing, market risk, liquidity, derivatives pricing, CCR/xVA, e-trading, and ALM models—performing quantitative analysis, documenting findings, supporting resolution with stakeholders, and contributing to model governance and validation tooling enhancements across EMEA.

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FursaFursa
Sumitomo
Sumitomo
4 days ago

Model Validation - Market/Liquidity/Pricing - Assistant Vice President (m/f/d) (Frankfurt, HE, DE, 60311)

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Job Summary

Join the EMEA Model Risk Management team as an AVP for Model Validation covering Market/Liquidity/Pricing models. You will independently validate pricing, market risk, liquidity, derivatives pricing, CCR/xVA, e-trading, and ALM models—performing quantitative analysis, documenting findings, supporting resolution with stakeholders, and contributing to model governance and validation tooling enhancements across EMEA.
Location: Frankfurt
Employment Type: Full time
Job Function: Executive & General Management
Seniority: Sr. Director level

Key Responsibilities

  • •Conduct and support independent validations and reviews of pricing, market risk, liquidity, derivative pricing, CCR/xVA, e-trading, and ALM models across EMEA under senior validator oversight.
  • •Apply robust model validation methodology to assess conceptual soundness, model assumptions and limitations, implementation accuracy, controls, data quality, and ongoing model performance.
  • •Perform quantitative analysis including back-testing, benchmarking, sensitivity analysis, independent implementation testing, and review of model outputs where applicable.
  • •Prepare validation documentation such as validation reports, workpapers, findings, model limitations, and recommendations.
  • •Support tracking and resolution of validation findings and contribute to model governance activities, reporting results to technical and non-technical stakeholders.

Pay and Benefits

Salary: EUR 64,000 - 96,000 annually
Perks:Pension ProvisionHealth InsurancePaid LeaveHybrid Working

Key Requirements

  • •Master’s degree or PhD in a quantitative discipline such as Finance, Mathematics, Physics, Engineering, Computer Science, or a related field.
  • •Typically 2–5 years of relevant experience in model validation, model development, quantitative risk, front office quantitative analytics, treasury, ALM, or risk methodology.
  • •Good understanding of pricing, market risk, liquidity, CCR/xVA, e-trading, or ALM models, with willingness to develop broader expertise across the model validation portfolio.
  • •Familiarity with model validation techniques including back-testing, benchmarking, sensitivity analysis, independent implementation testing, and performance monitoring.
  • •Programming and data analysis skills, particularly Python; knowledge of R, SQL, C++, or business intelligence tools would be beneficial.
Experience:2-5 yearsQuantitative riskModel validationBankingCapital marketsTreasuryALM
Education:Master's in quantitative discipline (Finance, Mathematics, Physics, Engineering, Computer Science or related)
Skills:Analytical and problem-solvingAttention to detailWritten communicationVerbal communicationStakeholder collaboration
Tech Stack:PythonRSQLC++Business intelligence tools

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