VP of AI Risk & Quant Modeling

Moody’s in Greater London is seeking an experienced professional for a senior role in model risk management. The ideal candidate will have over 10 years of experience in model development and validation, with a strong background in quantitative finance and AI. Key responsibilities include leading validation reviews and managing AI-related risks.

The role requires excellent leadership and organizational skills, along with proficiency in programming languages. A post-graduate degree in a quantitative field is preferred.

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