AVP, Quantitative Risk Model Validator
- Location
- City Of London, England, United Kingdom
Clear Limited in London is seeking a Quantitative Analyst to validate models and support the model risk management framework. The role involves independent validation of risk and pricing models, development of benchmark and challenger models, and rigorous governance reporting. You will work on model performance tests … prepare technical validation reports for senior management, collaborating with Risk and HKEX groups. #J-18808-Ljbffr ...