VP - Quant Risk

We are working with leading financial market firm, seeking a Vice President to join a specialist risk function in London. The organisation operates complex, large-scale risk models and algorithms to support global markets, and is investing heavily in strengthening its model risk and data analytics capabilities.We are working with leading financial market firm, seeking a Vice President to join a specialist risk function in London. The organisation operates complex, large-scale risk models and algorithms to support global markets, and is investing heavily in strengthening its model risk and data analytics capabilities.Key responsibilities:Design and run stress tests on core models, simulating market events and assessing their impact on the wider ecosystem.Act as a model owner within the firm''s model governance framework.Perform regular monitoring and testing of model performance (daily, weekly, monthly as required).Assess the risk impact of new products, services or participants on the organisation''s risk profile.Quantify changes in key metrics and determine whether proposals sit within agreed risk appetite.Work directly with large, complex datasets to investigate model behaviour and algorithm performance.Use tools such as SQL, Python and R to build analytics, monitoring tools and benchmarking approaches.Candidate profileThe ideal candidate will bring:Experience in model risk, model validation, quantitative risk analytics or data-driven consulting, ideally within financial ..... full job details .....