VP – Liquidity & Market Quantitative Model Risk
- Hiring Organisation
- Jobleads-UK
- Location
- Greater London, England, United Kingdom
London | Hybrid working (2 days per week in office) A globally significant financial markets organisation is looking for a technically strong risk professional to join its Liquidity and Market Risk team. This is not a traditional liquidity reporting role. It is a hands‐on position focused on stress testing, model … ideally gained within: Model risk or model validation. Model governance or model monitoring. Quantitative risk analytics. A Big Four or specialist consultancy. A bank, financial institution or financial market infrastructure provider. Candidates from consulting are particularly relevant where they have worked on model validation or technically complex quantitative assignments. ...