Job: Quant Strat – Model Risk Management

Location: London - Hybrid working

Full Time Contact – Long Term Engagement

Start Date: ASAP

Overview:
We are seeking a Quant Strat to join our team and lead the design and implementation of a future-state model risk management architecture. This role supports a multi-year program aligned with SS1/23 regulations to enhance governance, automation, and technology capabilities across our Wholesale business.

Key Responsibilities:

• Technology Optimization: Expand and enhance the core strategic code library for Wholesale-owned models and deterministic quantitative methods (DQMs).
• Control Automation: Partner with the Non-Financial Risk team to automate control requirements.
• Model Integration: Design and implement interfaces between the business code library and Group model inventory systems.
• Stakeholder Collaboration: Engage with internal teams to ensure alignment with broader regulatory and operational goals.
• Training & Documentation: Develop training programs to upskill global users on the new systems and processes.

Key Requirements:

• 5-10 years of experience in a Strats, Quant, or Analytics function within financial services.
• Strong proficiency in Python and relevant libraries (e.g., Pandas, Numpy, PySpark).
• Experience with CI/CD pipelines (e.g., GitHub, Jenkins) and containerization tools like Docker and Kubernetes.
• Familiarity with cloud computing platforms (e.g., GCP, AliCloud) and big data technologies (Hadoop, Spark, Kafka).
• Strong commercial acumen, problem-solving skills, and the ability to present to senior stakeholders.
• Background in computer science, statistics, physics, or engineering.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

• Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
• IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.