Tier 1 Risk Validation

[Once_Set]

Hi,

I have recently been made an attractive offer for a risk validating role from a Tier 1 investment bank,
and the position is essentially model validation, but they said it's model validation for anything that the
bank is doing but not derivatives pricing.

Is this an attractive role? Too far displaced from traditional quant positions, difficult to move away from?
Would I be learning a lot of programming/statistics/maths?

It's a very good salary, and a very good bank, but I don't know much about this kind of job. The interviews
were standard quant interview, with C++, maths, stochastic calculus and option pricing.

thanks for any help!