VP - Liquidity & Market Quantitative Model Risk
- Hiring Organisation
- Barclay Simpson Corporate Governance Recruitment
- Location
- London, United Kingdom
- Salary
- £ 100 K
ensuring they remain robust, reliable and compliant with internal model risk standards.You will test model behaviour under extreme conditions, investigate unexpected outputs and develop benchmarking or challenger models. You will also conduct liquidity stress testing and assess the impact of new products, services, participants and currencies.The team is open … quarterly model monitoring and governance activities.Test model assumptions, parameters, algorithms and outputs.Stress test models using extreme scenarios to identify weaknesses or unexpected behaviour.Develop benchmarking and challenger models.Maintain model documentation in line with model risk policy.Run daily and quarterly liquidity stress tests, including scenarios where participants fail to meet payment obligations.Analyse ...