HKEX Group, London, seeks a Quantitative Analyst to validate risk models and support the second line risk framework. You will validate models, develop benchmark models, and monitor performance within our LME risk governance structure.
The role requires strong Python/SQL skills, Power BI experience, and a solid quantitative background in a regulated environment. Permanent, 40-hour UK week, based in London.
#J-18808-Ljbffr
Model Risk Validator - AVP (London) employer: hkex
As a Technical Regulatory Reporting Analyst at LME Clear in London, you will join a dynamic team dedicated to enhancing regulatory reporting processes while enjoying a supportive work culture that values diversity and innovation. The company offers excellent employee growth opportunities through continuous learning and collaboration with key stakeholders, ensuring that your contributions are recognised and impactful. With a focus on automation and process improvement, LME Clear provides a unique environment where you can thrive professionally while making a meaningful difference in the financial sector.
