Barclays
A leading financial institution in New York is seeking a Model Validation AVP - Stress Testing to validate and approve non-traded and internal risk models. In this role, you will focus on stress testing, liquidity, treasury, and credit risk models while ensuring compliance with regulatory expectations. Candidates should possess experience in model validation, a strong foundation in quantitative analysis, and proficiency in programming languages like C++. The position offers competitive compensation and opportunities for professional growth.
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