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AVP Model Validation - Liquidity/Market Risk, London (City of London)
Client:
Taurus Search
Location:
London (City of London), United Kingdom
Job Category:
Other
EU work permit required:
Yes
Job Views:
1
Posted:
22.08.2025
Expiry Date:
06.10.2025
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, or quantitative field.
* Prior Experience: 3-5 years in model validation of liquidity, market, or counterparty risk models.
* Knowledge: Strong understanding and experience working with ILST/VaR models.
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