Market Risk QA LeadLiverpool street, London - hybrid6 month contractInside ir35 Purpose of JobWe are seeking a detail-oriented and experienced AVP-level Market Risk QA to carry out functional testing, regression testing, and other related testing, governance, and quality assurance across Market Risk technology platforms and regulatory change initiatives.The ideal candidate will bring strong experience in banking or financial services testing, with a solid understanding of market risk systems, data flows, and end-to-end testing practices. The role requires leadership of both Run-the-Bank (RTB) and change programmes, ensuring high-quality, stable, and compliant releases through structured test governance, automation, and stakeholder collaboration.This position will work closely with Risk, Front Office, IT, and Change teams to deliver resilient and scalable solutions aligned with regulatory and business objectives. Key Responsibilities Perform functional, regression, and end-to-end testing for Market Risk systems and enhancementsValidate Market Risk workflows, calculations, and data accuracy across upstream and downstream systemsDesign, prepare, and execute detailed test cases and scenarios based on business and functional requirementsSupport release cycles by conducting SIT, UAT, and production verification testingIdentify, log, track, and retest defects, working closely with development and business stakeholders for timely resolutionMaintain and update test artefacts ..... full job details .....