AVP, Quantitative Risk Model Validator

AVP, Quantitative Risk Model Validator

Full-Time No working from home possible
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LME Clear Limited in London is seeking a Quantitative Analyst to validate models and support the model risk management framework. The role involves independent validation of risk and pricing models, development of benchmark and challenger models, and rigorous governance reporting.

You will work on model performance tests and prepare technical validation reports for senior management, collaborating with Risk and HKEX groups.

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AVP, Quantitative Risk Model Validator employer: LME Clear Limited

As a Technical Regulatory Reporting Analyst at HKEX in London, you will join a dynamic team dedicated to enhancing regulatory reporting processes while enjoying a supportive work culture that values diversity and collaboration. The company offers excellent employee growth opportunities, competitive benefits, and the chance to work at the forefront of financial markets, making it an ideal environment for those seeking meaningful and rewarding employment.

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Contact Details:

LME Clear Limited Recruitment Team