AVP Model Validation - Liquidity/Market Risk

Responsibilities:

  • Engage in the validation and approval sign off of the firm's models across Liquidity Risk, Market Risk, and Counterparty Risk models.
  • Challenge model assumptions, implementations, and mathematical formulations.
  • Review and oversee the monitoring of the performance of models including outcomes, verification, and benchmarking.
  • Understand and communicate the risks of model limitations to senior management.

Requirements:

  • Education: PhD/Masters in a finance/mathematical/quantitative field
  • Prior Experience: 3-5 years in model validation of liquidity/market/counterparty risk models.
  • Knowledge: Strong understanding and experience working with ILST/VaR models
  • Technical: Python
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Job Details

Company
Taurus Search
Location
City of London, Greater London, UK
Posted