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
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Quantitative Analyst in City of London employer: Bruin
Join a well-established consultancy that prioritises flexibility and career growth, making it an excellent employer for a Data Pension Migration Analyst. With remote working options and a supportive work culture, you will have the opportunity to develop your skills while contributing to meaningful projects in the pensions sector. The company fosters a collaborative environment where mentoring junior analysts is encouraged, ensuring that every team member can thrive and advance in their career.