Quant jobs / MUFG

Vice President, Model Validation

An independent validation role in MUFG's EMEA model risk team, focused on exposure and XVA models. You challenge model builders and report to oversight committees.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Validate PFE and XVA models, including building challenger models
Review frameworks, assumptions, data and numerical implementation
Write validation reports and track remediation actions
Prepare model risk reporting for oversight committees
Work with risk analytics and front-office quants

What they ask for

Required

Quantitative modelling in counterparty credit risk or derivatives pricing
xVA model development or validation
Postgraduate quantitative degree
Probability theory in finance
Python or R
Simulation and numerical methods
Statistical inference

Education: Postgraduate degree in statistics, maths, mathematical finance or econometrics.
Experience: Experience developing or validating xVA models
Languages and tools: Python
R
Markets: multi-asset, credit, fixed-income

How to prepare

Build a Monte Carlo exposure simulation for an interest rate swap and compute PFE
Learn CVA and FVA definitions and how they are calibrated
Practise writing a challenger model and comparing outputs
Study how validation findings are tracked and escalated

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on MUFG’s site before applying: requirements, location and pay can change after we check them.

View the posting on MUFG’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with MUFG and doesn’t handle applications.