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 into … strengthen analytical processes and introduce greater automation. Key responsibilities Perform daily, weekly, monthly and 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 ...