Senior Manager - Model Risk

Vodafone; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

Vodafone is seeking a Senior Manager, Model Risk Specialist to join the European FTSE Russell Index Research & Design team in London. This role involves validating and documenting models, leading investigations, and contributing to global research initiatives within a collaborative environment. Ideal candidates should possess a strong background in Quantitative Finance and programming skills.

Benefits

Tailored benefits for diversity and inclusion

Support for sustainable growth

Collaborative culture focused on innovation

Qualifications

• Master's degree or equivalent in Quantitative Finance or related field.
• Experience with equity investments and risk modeling.
• Proficient in technical writing and analytical programming.

Responsibilities

• Document existing models and identify edge cases.
• Lead investigations for model enhancements and improvements.
• Drive process improvements to reduce operational risk.

Skills

Quantitative Finance

Risk Modeling

Programming in Python

Programming in Matlab

SQL

Technical Writing

Education

Postgraduate degree in a quantitative field

Job description

The Senior Manager, Model Risk Specialist is a senior role in the European FTSE Russell Index Research & Design team within the FTSE Russell Equity vertical of the London Stock Exchange Group (LSEG). The role is based in London and reports to the Head of the IR&D team. It is a fixed-term position of 18 months.

The team is responsible for designing and evolving equity indices, signals, portfolio construction methodologies, and related research topics. It collaborates with internal functions and external partners, including asset owners, fund managers, and investment banks, to create innovative products using fundamental and quantitative techniques. The team is global, with members in London, New York, Hong Kong, Paris, Shanghai, and Taipei.

This role focuses on validating and documenting models used in index creation, working with Research Analysts and the LSEG Model Risk team. The candidate will investigate model behavior, identify edge cases, prepare documentation, and recommend enhancements.

Role Responsibilities

1. Understand and document existing models
2. Identify edge cases and model feasibility regions
3. Lead investigations on model enhancements and robustness improvements
4. Drive process improvements to reduce operational risk
5. Contribute to global research initiatives, including presenting at meetings and conferences
6. Lead team efforts to achieve goals

Role Requirements

• Postgraduate degree or equivalent in a quantitative field
• Experience in Quantitative Finance, especially Equities, including factor investing, risk modeling, and portfolio analytics
• Programming skills in Python, Matlab, and SQL
• Technical writing experience

Additional Advantageous Experience

• Model Risk documentation and validation
• Signal and portfolio research
• Statistical data analysis

LSEG is committed to diversity and inclusion, offering tailored benefits and supporting sustainable growth. We are an equal opportunity employer, valuing individuality and promoting a collaborative culture focused on innovation and sustainability.