Quantitative Development Lead
HybridLondon, England, United Kingdom
Job Summary
Lead a team developing and supporting financial models across asset modelling, economic capital, market credit risk, and stress testing. Translate complex business and risk requirements into clear technical design and delivery plans while coaching developers working across C++ and Python. Improve model production processes to strengthen efficiency, scalability, governance, and control, driving delivery of modelling projects and technology-enabled change initiatives. Provide technical leadership, guidance, and training across financial modelling and analytics, working with stakeholders to shape, scope, and prioritize model enhancements. Based in London, Hove, or Cardiff with hybrid working options.
Required Qualifications
- Experience leading, coaching or managing technical teams
- A highly mathematical, quantitative or technical background
- Experience working with financial models, asset modelling, valuation algorithms, economic capital, market credit risk or stress testing
- C++ development experience
- Python experience or the ability to work closely with Python development teams
- Ability to translate complex business or risk requirements into technical solutions
- Comfortable working in a highly numerical environment where accuracy, checks and controls matter
Desired Qualifications
- Knowledge of Solvency II / Solvency UK, Internal Model or Matching Adjustment
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.