Model Risk Validation Lead — Stress Testing in City of Westminster

A leading financial services firm based in the UK is seeking a Quantitative Risk Manager to join their Model Risk Management team. This role focuses on validating risk models used in clearing, ensuring accuracy and compliance with regulatory standards. The successful candidate will have an advanced degree in a quantitative field, strong experience in model validation, and proficiency in Python and SQL. This position offers opportunities for technical expertise and career growth within a collaborative team environment. #J-18808-Ljbffr