Twenty Financial Services are currently recruiting for a Model Validation VP for a Tier 1 Bank based in London.
The main responsibility of the role will be validation of market risk and counterparty credit risk models.
- Analyse and test market risk and counterparty credit risk models as well as some pricing and finance valuations models.
- Delegate work within team, prioritising results for stakeholders.
- Back up results and explain to senior management and stakeholders their conclusions and analysis.
- Contribute towards team strategy and improvement of processes.
- Strong quantitative background within market risk, counterparty credit risk or pricing models.
- Excellent programming skills, C++ preferred.
- Proven senior stakeholder management skills
- Good educational background, postgraduate level in a quant area.