Model Risk Architect – Quant Analytics & Validation

Rothesay; City Of London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading pensions insurance specialist in the UK is seeking a Model Risk Manager to ensure the integrity of financial models. The role involves assessing model soundness, developing benchmarking tools, and conducting research using Python and Rust. The ideal candidate holds a PhD in quantitative sciences and possesses strong programming skills. Join a dynamic team dedicated to transforming the pensions industry while fostering an inclusive work environment.

Qualifications

• PhD in quantitative sciences focusing on mathematics, statistics, or computational methods.
• Experience in model validation in financial or actuarial contexts.
• Technical writing skills with LaTeX.

Responsibilities

• Assess and analyse models' conceptual soundness.
• Conduct independent quantitative and qualitative research.
• Report on the validation and assurance of models.

Skills

Proficiency in Python programming

Familiarity with version control systems like Git

Knowledge and experience in Rust programming

Good grounding in mathematics and statistics

Strong technical skills

Effective communication skills

Teamwork

Judgement and problem solving

Creativity and innovation

Drive and motivation

Education

PhD degree in quantitative sciences

Tools

NumPy

Pandas

SciPy

Cargo

LaTeX

Job description

A leading pensions insurance specialist in the UK is seeking a Model Risk Manager to ensure the integrity of financial models. The role involves assessing model soundness, developing benchmarking tools, and conducting research using Python and Rust. The ideal candidate holds a PhD in quantitative sciences and possesses strong programming skills. Join a dynamic team dedicated to transforming the pensions industry while fostering an inclusive work environment.