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Senior Model Risk AVP: Validation & Governance
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-02-19
Listing for:
Barclays UK
Full Time
position Listed on 2026-02-19
Job specializations:
-
Finance & Banking
Financial Services
Job Description & How to Apply Below
A leading financial institution in London is seeking a qualified Model Risk AVP. This role focuses on validating Finance Stress Testing models crucial for the bank’s internal capital assessment. Candidates must have a quantitative degree and experience in market risk models, alongside strong coding skills in R or Python. Responsibilities include assessing model risks, ensuring compliance, and creating high-quality validation reports.
The ideal candidate is highly organized with excellent communication skills and a collaborative mindset.
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Position Requirements
10+ Years
work experience
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