Vice President Model Validation - Market & Liquidity Risk in London Area

Job description

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: 5-8 years in model validation of liquidity/market/counterparty risk models.
• Knowledge: Strong understanding and experience working with ILST/VaR models
• Technical: Python

Extra information

Status

Open

Education Level

Secondary School

Location

London Area

Type of Contract

Part-time jobs

Published at

16-08-2025

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English