Quant Risk Manager — Model Risk & Validation

Intercontinental Exchange; Greater London; On-site; GBP 70,000 - GBP 90,000; Full time

Job summary

A global financial services company in the UK is seeking a Quantitative Risk Manager to join its Model Risk Management team. The role involves validating and monitoring risk models used in the clearing house, ensuring compliance with regulatory standards. Key responsibilities include conducting independent validation of models, documenting findings, and mentoring junior team members. The ideal candidate will have an advanced degree in a relevant field and strong experiences in model validation and quantitative analysis. This role offers an opportunity to work in a collaborative environment at the center of financial markets.

Qualifications

• Strong experience in model validation or quantitative analysis.
• Knowledge of market, credit, and liquidity risk frameworks is essential.
• Familiarity with option pricing theory and statistical risk modelling techniques.

Responsibilities

• Conduct independent validation of risk models and stress testing frameworks.
• Document validation findings and communicate risks.
• Continuously monitor model performance and identify improvements.
• Guide and mentor junior team members.

Skills

Model validation

Quantitative analysis

Risk analytics

Python programming

SQL proficiency

Communication skills

Education

Advanced degree (MSc/PhD) in Mathematics, Statistics, Quantitative Finance

Job description

A global financial services company in the UK is seeking a Quantitative Risk Manager to join its Model Risk Management team. The role involves validating and monitoring risk models used in the clearing house, ensuring compliance with regulatory standards. Key responsibilities include conducting independent validation of models, documenting findings, and mentoring junior team members. The ideal candidate will have an advanced degree in a relevant field and strong experiences in model validation and quantitative analysis. This role offers an opportunity to work in a collaborative environment at the center of financial markets.