Quantitative Risk Manager, Model Validation & Oversight

A leading clearing house in the UK is seeking a Quantitative Risk Manager to join its Model Risk Management team. This role focuses on validating and monitoring risk models, ensuring their accuracy and compliance with regulatory standards. The successful candidate will conduct model risk assessments for exchange-traded derivatives and other financial applications. This is a key position in supporting market stability and operational standards in dynamic market conditions. #J-18808-Ljbffr