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Quantitative Analyst | Model Risk & Validation

A leading global investment manager is seeking a Quantitative Analyst to join its independent Quantitative Risk team in London.

This is an excellent opportunity to work across model risk, model validation, quantitative research, AI/ML models and risk governance within a highly visible buy-side environment. You'll review and challenge models across multiple asset classes, support quantitative model development, and present findings to senior governance committees.

Key Requirements:

• Quantitative Master's degree or equivalent
• Experience in model validation, quantitative risk, risk modelling or quantitative analytics
• Python and/or R programming skills
• Exposure to AI and machine learning models
• Strong stakeholder management and communication skills
• Buy-side experience preferred, although strong candidates from banking or related environments will be considered

If you are seeking the next step in your career and keen to learn more, please get in touch.

Contact information

Keith Jones