A leading financial institution in Greater London is seeking a Traded Risk Models Validation AVP to validate and approve models for market risk and counterparty credit risk. The role requires a Master's or PhD in a relevant field and strong mathematical and programming skills, alongside stakeholder management abilities. You will document validation findings and evaluate model interactions to support risk management. Join a team that values integrity, service, and excellence as you drive operational effectiveness. #J-18808-Ljbffr