VP – Liquidity & Market Quantitative Model Risk
- Location
- Greater London, England, United Kingdom
traditional liquidity reporting role. It is a hands‐on position focused on stress testing, model ownership, validation‐style testing and detailed analysis of model algorithms, code and data. The role would suit someone from a model risk, model validation, model governance or quantitative consulting background who enjoys getting … support system or data migrations. Present technical conclusions clearly to senior stakeholders and regulators. Candidate profile You will need a strong technical and quantitative background, ideally gained within: Model risk or model validation. Model governance or model monitoring. Quantitative risk analytics. A Big Four or specialist consultancy. ...