VP Quantitative Analyst — Model Validation & Risk in City of London

A leading financial services firm in London is seeking a Vice President Quantitative Analyst for their Model Validation function. The role involves independent validation of models, assessing model risk, and contributing to automation initiatives. Candidates should possess a Master’s or PhD in a quantitative field, as well as strong Python coding and communication skills. Experience in risk model validation is preferred. This position offers the opportunity to engage in cross-functional initiatives within the model risk team. #J-18808-Ljbffr