Quantitative Risk & Model Validation Specialist

Applied Intuition Inc.; City of London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A financial technology company in London seeks a skilled individual for a permanent role focused on model risk management. The candidate must possess a PhD in quantitative sciences and demonstrate proficiency in Python and Rust. Responsibilities include analyzing and improving model performance and developing robust benchmarking tools. This position offers the opportunity to work within a dynamic team that values diversity and inclusivity.

Qualifications

• Proficiency in Python programming with relevant libraries.
• Experience with model validation in financial contexts.
• Understanding of model behaviour under stress.

Responsibilities

• Assess and analyze current models for accuracy.
• Develop and implement model benchmarks.
• Conduct independent quantitative and qualitative research.

Skills

PhD in quantitative sciences

Proficiency in Python

Familiarity with Git

Knowledge of Rust

Technical writing skills with LaTeX

Basic mathematics and statistics

Analytical skills

Education

PhD degree in relevant field

Tools

NumPy

Pandas

SciPy

Job description

A financial technology company in London seeks a skilled individual for a permanent role focused on model risk management. The candidate must possess a PhD in quantitative sciences and demonstrate proficiency in Python and Rust. Responsibilities include analyzing and improving model performance and developing robust benchmarking tools. This position offers the opportunity to work within a dynamic team that values diversity and inclusivity.