Lead Quantitative Risk Model Validator

Hong Kong Exchanges and Clearing Limited (HKEX); Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

LME Group, part of HKEX, seeks a Financial Risk Validator in London to provide second line oversight of market, credit, liquidity and model risk. You will validate models, enhance the risk framework and contribute to governance across the organisation.

The role focuses on validating methodologies, developing performance tests, and producing technical validation reports for senior management.

Qualifications

• Degree in a quantitative discipline; Masters or PhD would be a plus.
• Professional risk qualification (e.g. FRM) would be beneficial (or studying towards)

Responsibilities

• Independent validation of a wide range of risk and pricing models.
• Development of benchmark / challenger models and maintenance of second line risk model library.
• Development and monitoring of model performance tests.
• Manage model risk governance process and associated reporting.
• Author technical validation reports, committee briefing papers and periodic senior management reports.

Skills

Python

SQL

Power BI

Education

Degree in a quantitative discipline

Tools

Python

SQL

Power BI

Job description

LME Group, part of HKEX, seeks a Financial Risk Validator in London to provide second line oversight of market, credit, liquidity and model risk. You will validate models, enhance the risk framework and contribute to governance across the organisation.

The role focuses on validating methodologies, developing performance tests, and producing technical validation reports for senior management.