At a Glance
- Tasks: Design and develop advanced models to solve complex business challenges.
- Company: Leading global investment bank with a high-performing analytics team.
- Benefits: Competitive salary, career growth, and opportunities to influence key business decisions.
- Other info: Collaborative environment with opportunities for leadership and innovation.
- Why this job: Join a dynamic team and make a real impact in the financial sector.
- Qualifications: Strong background in mathematics, statistics, and machine learning; Python or R proficiency required.
The predicted salary is between 70000 - 90000 £ per year.
Our client, a leading global investment bank, are hiring a Senior Quant Analyst to join a high-performing analytics and modelling team responsible for designing and delivering mathematical, statistical and machine learning solutions that drive key business decisions across the organisation. This is a senior individual contributor or people leadership position for a quantitative analyst with strong expertise in model development, statistical analysis, and machine learning. You will own the end-to-end lifecycle of analytical solutions, from design and development through to implementation, validation, and ongoing support, working closely with technology teams and business stakeholders to operationalise models within a robust control environment.
Responsibilities
- Design and develop mathematical, statistical, and machine learning models to address complex business problems
- Collaborate with technology teams to define data dependencies, development environments, and tooling requirements for analytical solutions
- Deliver high-quality, well-documented models and analytics, demonstrating their effectiveness to business users and independent validation teams
- Implement models in stable, well-tested software and support their operationalisation in production
- Provide ongoing support for live analytical solutions, ensuring continued effectiveness for business users
- Ensure all development activity conforms to Model Risk Policy and the broader Enterprise Risk Management framework
Requirements
- Strong quantitative background in mathematics, statistics, machine learning, or a related discipline
- Hands-on experience developing and implementing models in a financial services or similarly complex environment
- Proficiency in Python and/or R, with a focus on clean, production-ready code
- Solid understanding of model risk, validation frameworks, and control environments
- AVP-level experience with the ability to lead workstreams, influence stakeholders, and contribute to policy and governance
- Strong communication skills, with the ability to convey complex analytical concepts to both technical and non-technical audiences
Senior Forward Deployed AI Engineer in London employer: Selby Jennings
As an Investment Banking M&A Associate in the Industrials sector, you will thrive in a dynamic and collaborative environment that prioritises professional growth and development. Our firm offers comprehensive training, mentorship from experienced Directors and Managing Directors, and exposure to high-profile transactions that enhance your expertise in the industry. Located in a vibrant financial hub, we foster a culture of innovation and teamwork, ensuring that every employee feels valued and empowered to make a meaningful impact.
