3 of 3 Permanent Mathematical Modelling Jobs in the North East

Working closely with the Enterprise Technology team, you’ll create scalable and cross-asset class applications, including services, APIs, UIs, and tools that integrate mathematical models built by Investment Quants. The platform handles continuous computation and reporting of live risk, P&L analytics, a time series engine for historical More ❯

up, they have secure backing and an established Hedge Fund client as a partner. As a Quantitative Developer you'll focus on integrating the mathematical models built by Investment Quants, creating scalable, performant and supportable cross asset class applications including APIs, UIs and tools. You'll be mainly using More ❯

asset classes and drive insight and improvements in model outputs and controls. What you ll be doing Supporting the validation of new and revised mathematical models to ensure models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with … model validation reports and ensure that validation actions are followed through to a resolution Supporting the continuous learning and development of a best practice modelling culture within the bank Offering insight and recommendations that contribute to achieving best in class risk models. We need you to have Significant experience … critical thinking. It s a bonus if you have but not essential Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 More ❯