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Vice President Model Validation - Market & Liquidity Risk, slough
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Client:
Taurus Search
Location:
slough, United Kingdom
Job Category:
Other
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EU work permit required:
Yes
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Job Views:
1
Posted:
22.08.2025
Expiry Date:
06.10.2025
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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
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