Job Description
A leading global financial services firm is seeking a Quant Model Risk Vice President to join their Interest Rates team in Greater London. In this role, you will assess model risk for complex pricing models used in Interest Rate derivatives, provide guidance on model usage, and manage junior team members. The ideal candidate has over 5 years of experience in model risk and a strong foundation in quantitative analysis.
Excellent communication skills and coding proficiency in C/C++ or Python are essential for success.
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