Quantitative Risk Manager — Model Validation & Oversight

A leading clearing house in the United Kingdom is seeking a Quantitative Risk Manager for its Model Risk Management team. The role involves validating and monitoring risk models to ensure accuracy and compliance with regulatory standards. Key responsibilities include conducting model validations, documenting findings, and mentoring junior members. The ideal candidate will possess an advanced degree and strong experience in model validation and quantitative analysis. Proficiency in Python and SQL is essential, along with excellent communication skills. #J-18808-Ljbffr