Valuation Models & Market Risk Consultant

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.

We are looking for a Valuation Models & Market Risk Senior Consultant to join our team for a multinational leader in the financial services sector.

Key Responsibilities:

• Review valuation models implemented in quantitative libraries such as Numerix.

• Validate Mark-to-Market calculations and instrument-level sensitivities.

• Analyze the use of sensitivities in regulatory frameworks (FRTB SA, FVA / AVA).

• Assess model outputs for risk factor observability and levelling processes.

• Identify gaps versus market best practices and regulatory expectations.

• Produce high-quality technical documentation for Internal Validation and Audit.