At a Glance
- Tasks: Lead reviews of complex models and ensure they meet regulatory standards.
- Company: Dynamic financial services firm with a focus on innovation and collaboration.
- Benefits: Up to £145k salary, 38 days leave, private medical cover, and flexible working options.
- Other info: Inclusive culture encouraging applicants from diverse backgrounds.
- Why this job: Make a real impact in risk management while working with cutting-edge quantitative techniques.
- Qualifications: Strong quantitative background, programming skills, and experience in financial services.
The predicted salary is between 145000 - 145000 £ per year.
Job Type: Permanent
Location: This role can be based in either our London, Birmingham, or Edinburgh offices with time spent working in the office and at home. Flexible working: All roles are open to part‑time, job‑share and other types of flexibility. We will discuss what is important to you and balancing this with business requirements during the recruitment process.
Closing Date: 1st May 2026
Salary & Benefits: Up to £145k depending on experience plus an indicative bonus range of 30‑60% private medical cover, 38 days annual leave, excellent pension, 12x salary life assurance, career breaks, income protection, 3x volunteering days and more.
The Role: As a Senior Quants Risk Manager, you’ll play a central role in ensuring the integrity, robustness and appropriateness of the models that underpin key decisions across our business. Working within our Transaction and Quant Modelling Oversight team, you’ll lead end‑to‑end reviews of a wide range of models covering asset pricing, liability valuation, ALM, and credit. You’ll provide independent, evidence‑based challenge on both the methodology and implementation of models, ensuring they meet regulatory expectations, internal standards and industry best practice. The role requires close collaboration with model developers as well as engagement with senior stakeholders across risk, finance, and asset management. You will have access to production code and develop benchmark models and analytical tools in state‑of‑the‑art asset systems. This is an opportunity to apply deep quantitative expertise to high‑impact work, influence modelling strategy, and help shape how we manage risk across a growing and strategically important area of the business.
What we are looking for:
- Strong academic background in a quantitative discipline (e.g. mathematics, physics, statistics, or actuarial science), ideally MSc or PhD level
- Demonstrated experience in a quantitative role within insurance or financial services (e.g. model validation, model development, or actuarial modelling) with the ability to independently lead reviews of complex models
- Understanding of stochastic modelling techniques such as Monte Carlo, interest rate modelling, or asset‑liability modelling
- Good understanding of insurance regulatory frameworks (e.g. Solvency II)
- Strong programming skills (e.g., Python, VBA, or actuarial modelling platforms) with the ability to review quantitative code
We are committed to ensuring that everyone feels accepted and welcome. Applicants from all backgrounds are encouraged to apply, and if your experience looks different from what we’ve advertised but you believe that you can bring value to the role, we’d love to hear from you.
Senior Quants Risk Manager in London employer: Standard Life plc
At Standard Life, we pride ourselves on being an exceptional employer, offering a supportive work culture that values flexibility and personal growth. With competitive benefits including up to £105,000 salary, generous annual leave, and opportunities for career development, our London-based team thrives in an environment that encourages innovation and collaboration. Join us as a Principal Cloud Architect and be part of a company dedicated to making a meaningful impact in the retirement sector while enjoying a balanced work-life approach.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quants Risk Manager in London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, or even reach out to folks on LinkedIn. We all know that sometimes it’s not just what you know, but who you know that can help you land that Senior Quants Risk Manager role.
✨Ace the Interview
Prepare for your interviews by brushing up on your technical skills and understanding the latest trends in quantitative risk management. We recommend practising common interview questions and even doing mock interviews with friends. Show them you’re the expert they need!
✨Showcase Your Skills
Create a portfolio that highlights your quantitative projects and achievements. Whether it’s a GitHub repository with your coding work or case studies of models you’ve developed, we want to see what you can do. This is your chance to shine!
✨Apply Through Our Website
Don’t forget to apply directly through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take the initiative to engage with us directly.
We think you need these skills to ace Senior Quants Risk Manager in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV reflects the skills and experiences that match the Senior Quants Risk Manager role. Highlight your quantitative background and any relevant experience in model validation or development. We want to see how you can bring value to our team!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about this role and how your expertise aligns with our needs. Don’t forget to mention your understanding of regulatory frameworks like Solvency II – it’s a big plus for us!
Showcase Your Technical Skills:Since programming is key for this role, make sure to highlight your proficiency in languages like Python or VBA. If you've worked on complex models or have experience with stochastic modelling techniques, let us know – we love seeing that kind of expertise!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it gives you a chance to explore more about what we do at StudySmarter!
How to prepare for a job interview at Standard Life plc
✨Know Your Models Inside Out
As a Senior Quants Risk Manager, you'll be expected to have a deep understanding of various models. Brush up on your knowledge of asset pricing, liability valuation, and stochastic modelling techniques like Monte Carlo. Be ready to discuss specific examples from your past experience where you led reviews or developed models.
✨Showcase Your Programming Skills
Since strong programming skills are crucial for this role, make sure you can demonstrate your proficiency in Python, VBA, or any actuarial modelling platforms. Prepare to discuss how you've used these skills in previous roles, perhaps by sharing a project where your coding made a significant impact.
✨Understand Regulatory Frameworks
Familiarise yourself with insurance regulatory frameworks, especially Solvency II. Be prepared to discuss how these regulations influence model development and validation. Showing that you can navigate these complexities will set you apart from other candidates.
✨Engage with Stakeholders
This role requires collaboration with senior stakeholders across various departments. Think about times when you've successfully communicated complex quantitative concepts to non-technical audiences. Highlight your ability to engage and influence others, as this will be key in your new role.
