Quant Model Risk VP – Rates: Lead, Validate & Mentor

A leading financial institution in Greater London is seeking a Quant Model Risk Vice President to oversee model risk management in their Interest Rates team. The role involves conducting model reviews, guiding model usage, and developing benchmarks. The ideal candidate should have over 5 years of experience in a quantitative role, excellent skills in probability and statistics, as well as coding abilities in C/C++ or Python. This position includes managerial responsibilities for team development and mentoring. #J-18808-Ljbffr