Street Interview Helper — Today (Canary Wharf or Greenwich) - GoodBreach - London

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• Kingfisher

  

  Senior Data Modeller

  10 days ago

  London

  hackajob is collaborating with Kingfisher to connect them with exceptional professionals for this role. \n We’re Kingfisher, A team made up of over 74,000 passionate people who bring Kingfisher - and all our other brands: B&Q, Screwfix, Brico Depot, Castorama and Koctas to life. Guided by our purpose Better Homes. Better Lives. For Everyone. We believe a better world starts with better homes, and we work every day to make that a reality. Join us and help shape the future of home improvement. \n Role purpose \n The Senior Data Designer defines what data is ingested into the Enterprise Data Warehouse and how it is transformed for reporting and downstream use. The role involves analysing and documenting source system data, designing data ingestion methods and frequencies, and specifying mappings, transformations, and calculations. You will ensure the target data models are coherent, well‑documented, and aligned with the wider data warehouse architecture to support clear, business‑ready insights. \n This role will be based out of our Kingfisher office in Paddington or Southampton, with an expectation of 12 days a month in the office and could also include a combination of store visits, supplier visits and conferences. There will also be occasional travel to Banner offices and GBS Krakow. \n\n • Design performant, user‑friendly data warehouse models that enable business reporting and insights\n, • Translate complex business requirements into effective data model designs, working with stakeholders to clarify needs\n, • Identify, analyse, and document source systems and data, collaborating with subject‑matter experts to understand data creation and changes\n, • Develop and maintain logical and physical data models aligned with the data roadmap and architectural principles\n, • Define and maintain source‑to‑target mappings, transformations, calculations, and metadata in line with design standards\n, • Collaborate with Data Engineers and Quality Engineers to support development, testing, and delivery, while providing guidance to junior team members and supporting ad‑hoc work\n\n\n, • Experience as a data modeller or data architect, including modelling complex data\n, • Intermediate to advanced SQL querying skills\n, • Strong attention to detail with a collaborative approach to work\n, • Experience in data quality management\n, • Desirable: Data lifecycle management experience\n, • Desirable: Experience with non‑tabular/event‑based data processing and Unity Catalog\n\n How We Work We believe in flexibility and balance. Our hybrid model blends home working for focus with time spent connecting and collaborating - whether in our offices or at offsite locations. On average, around 60% of your time will involve in-person collaboration. \n We value the perspectives new team members bring and encourage you to apply - even if you don’t meet 100% of the requirements. \n What We Offer An inclusive environment where your potential is limited only by your imagination. We encourage new ideas, support experimentation, and strive to create a workplace where everyone can be their best self. Find out more about Diversity & Inclusion at Kingfisher here. \n We also offer a competitive benefits package and plenty of opportunities to stretch and grow your career. Scroll down below to find out more about our benefits. \n Diversity & Inclusion Our customers come from all walks of life - and so do we. We’re committed to ensuring all colleagues, future colleagues, and applicants are treated equally, regardless of age, gender, marital or civil partnership status, ethnicity, culture, religion, belief, political opinion, disability, gender identity, gender expression, or sexual orientation. \n Interested? Great, apply now and help us to Power the Possible. \n #LI-AK1

• Vanguard

  

  Head of Validation, Model Risk Management

  16 days ago

  London

  hackajob is collaborating with Vanguard to connect them with exceptional professionals for this role. \n Overview \n The Head of Validation, Model Risk is a senior leadership role responsible for setting enterprise direction for model validation—delivering independent, risk-based oversight across a diverse portfolio of models spanning investment and risk management, fraud and compliance, finance and HR, and rapidly evolving Gen AI and agentic use cases. This role serves as the senior authority for model validation, setting the bar for defensible methodologies, rigorous challenge, and clear, decision-ready risk communication to senior leaders. The Head of Validation will strengthen model risk culture and lifecycle discipline across the enterprise—driving timely issue remediation, elevating validation quality and consistency, and ensuring Vanguard’s practices remain aligned with regulatory and audit expectations. \n Responsibilities \n Leadership & Team Management \n\n • Leads a high‑performing, multidisciplinary model validation team responsible for validating a diverse portfolio of models including investment and risk management, fraud and compliance, finance and HR, as well as Gen AI and Agentic use cases\n, • Develop and mentor talent to promote strong technical capabilities and a high-quality validation process\n\n Validation Oversight & Approval \n\n • Serve as the final approval authority for validation reports on higher-risk models\n, • Ensure validation conclusions are robust, well‑supported, and communicated clearly to stakeholders with varying levels of technical expertise\n\n Model Risk Governance & Lifecycle Management \n\n • Oversee adherence to enterprise model lifecycle requirements—including model inventory accuracy, change management, ongoing monitoring, and issue remediation.\n, • Drive timely resolution of model‑related issues and non‑compliance, escalating when necessary\n, • Strengthen model‑risk culture across the enterprise through targeted training, outreach, and proactive engagement with model owners and developers\n\n Methodology & Practice Leadership \n\n • Define, maintain, and continually enhance the methodologies and test approaches used in model validation\n, • Ensure comprehensive assessment of conceptual soundness, performance, data quality, implementation accuracy, and other model risk considerations\n, • Lead the evolution of validation techniques for emerging modeling approaches, including LLM‑enabled and agentic systems\n\n Standards, Policies & Quality Assurance \n\n • Own the enterprise’s model development and model validation standards, guidelines, procedures, and templates.\n, • Establish and oversee quality assurance mechanisms—including peer review, thematic reviews, and consistency checks—to ensure embedment of high-quality validation practices.\n\n Executive Reporting & Model Risk Insights \n\n • Deliver clear, actionable reporting on key model risks, model uncertainty, issue remediation, and emerging trends to senior committees and executives.\n, • Support the development and enhancement of divisional and enterprise model‑quality scorecards and contribute to the risk‑appetite process\n\n Senior Stakeholder, Regulatory & Audit Engagement \n\n • Serve as a primary point of contact for regulators, internal audit, and senior leaders on model validation related matters\n, • Articulate validation rationales, modeling assumptions, and risk implications clearly and confidently to supervisory authorities and executive stakeholders.\n\n Qualifications \n\n • Advanced degree in technical field (e.g. Master's or doctoral degree in quantitative discipline such as Mathematics, Statistics, or Economics).\n, • 10+ years of experience across model development, model validation, and model risk management, including a minimum of five years leading multi‑layered model validation teams.\n, • Extensive experience with a broad range of model types, including machine learning/LLM‑based models.\n, • Deep knowledge of model‑risk management principles and regulatory frameworks (e.g., SR26-2, SS1/23) and demonstrated experience engaging with regulators and internal audit.\n, • Strong technical proficiency with programming languages and analytical tools such as Python, R, or C++, and familiarity with emerging technologies, AI governance, and modern model development practices.\n, • Proven ability to translate complex technical concepts into clear, actionable insights for senior executives.\n, • Exceptional written and verbal communication skills, including experience presenting to senior committees, executives, and regulatory bodies.\n, • Demonstrated ability to partner with stakeholders to balance effective challenge, practical solutions, and business objectives.\n\n Special Factors \n Sponsorship \n Vanguard is not offering visa sponsorship for this position. \n About Vanguard \n At Vanguard, we don't just have a mission—we're on a mission. \n To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best. \n How We Work \n Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.

• Verisk

  

  Catastrophe Model Product Management Associate

  26 days ago

  London

  hackajob is collaborating with Verisk to connect them with exceptional professionals for this role. \n Description \n Verisk is looking for a passionate, motivated individual to join the dynamic, client facing Model Product Management team in London as a Catastrophe Model Product Management Associate. You’ll have an important role in shaping the future of Verisk models, with opportunities to contribute to the scope, monitor the execution and facilitate the implementation. You'll be at the forefront of bringing these complex and interdisciplinary models to market, ensuring a customer-focused approach throughout the process. \n If you're passionate about innovation and thrive in a collaborative environment, this is the perfect role for you! \n Responsibilities \n\n • \n Foster strong client relationships, supporting their model needs and ensuring an effective feedback loop to inform model strategy and relevance. \n • \n Communicate upcoming model updates and support go-to-market strategies. \n • \n Deliver technical model presentations and address client questions to support licensing, model evaluation, regulatory compliance, and adoption. \n • \n Collaborate with Consulting, Client Services, and Research teams to drive model adoption, perform market research, and translate scientific innovations into model scope requirements. \n • \n Execute model change management for London and European clients, ensuring timely support and resource availability. \n • \n Represent Verisk at industry and academic conferences, presenting models and thought leadership. \n • \n Work with Regulatory, Consulting, and Client Services teams to address market needs, regulatory questionnaires, and insurance/climate stress test reporting. \n • \n Build relationships with all key Verisk stakeholders (consulting, research, engineering, QA, business development) and collaborate with adjacent business units on go-to-market plans. \n • \n Collect feedback on opportunities to leverage model data-as-a-service for evaluation, parametric insurance, and underwriting tools, focusing on London, Europe, and international markets. \n\n Qualifications \n\n • \n Graduate degree in a STEM field (PhD preferred; Master’s with relevant experience considered). \n • \n 3+ years of experience in the insurance industry or academia. \n • \n Knowledge of the Lloyd’s market preferred. \n • \n Interest in and knowledge of multiple natural hazard catastrophe models (e.g., hurricane, earthquake, flood, wildfire, severe thunderstorm) preferred. \n • \n Excellent communication skills, with the ability to explain complex topics clearly. \n • \n Proven experience managing long-term, complex projects with cross-functional teams, balancing multiple priorities simultaneously. \n • \n Ability to motivate and foster innovative discussions among colleagues is desirable. \n • \n Direct Product Management experience desirable. \n • \n Coding skills in SQL, R, or Python are beneficial; ArcGIS knowledge desirable. \n • \n Knowledge of Touchstone and Touchstone Re desirable but not essential. \n\n #LI-AA1 \n #LI-Hybrid

• QBE Insurance

  

  Capital Modelling Senior Manager

  13 days ago

  London

  hackajob is collaborating with QBE Insurance to connect them with exceptional professionals for this role. \n Primary Details \n Time Type: Full time \n Worker Type: Employee \n Capital Modelling Senior Manager \n London / Leeds \n Permanent (Hybrid) \n About QBE \n At QBE, we get to the heart of what matters for our customers. And we do it all with a human touch. \n We’re an international insurer with more than 13,000 people working across 26 countries – which means we’re big enough for your ambitions, yet small enough for you to make a real impact. It’s an exciting time. We’re building momentum towards our vision to become the most consistent and innovative risk partner. \n What if you could have a positive impact – at work and in the world? As part of the QBE team, you’ll get to spend every day working with people who are passionate, talented and kind. \n Having the right to work in the UK is a requirement for this role. QBE may consider sponsorship at its discretion. \n The opportunity \n We are hiring a Senior Manager, Capital Modelling, who will lead and enhance strategic model use within the EO Capital Modelling function, ensuring the Economic Capital Model (ECM) is embedded at the core of decision‑making, risk management and business partnering across the division. This is a highly visible role with genuine influence over how capital insights are translated into action. \n Sitting at the heart of strategic capital management, this opportunity allows you to directly shape how capital considerations inform business planning, major transactions and reinsurance decisions. You’ll work closely with senior stakeholders across EO, FAL and the wider QBE Group, playing a key role in strengthening model use, governance and capability, while also leading and developing a high‑performing team. For someone motivated by impact, influence and the opportunity to see their analysis drive meaningful outcomes, this role offers both strategic breadth and depth. \n Your new role: \n Strategic Model Use & Capital Insight: \n\n • \n Oversee and maintain the EO management view of the ECM, ensuring it reflects the latest risk profile of the business. \n • \n Promote the effective use of the ECM to enhance decision‑making and consistency in risk assessment processes. \n • \n Utilise the ECM to support business planning ahead of Sub1 and Sub2 submissions, including analysis of earnings volatility, portfolio optimisation and capital intensity ratios. \n • \n Lead strategic capital management activities across the QBE Division, including capital structure optimisation and assessment of capital impacts from strategic projects at EO and Group level. \n\n Capital Allocation & Transactions: \n\n • \n Oversee and maintain a robust capital allocation methodology in support of the Head of Capital Business Partnering. \n • \n Increase awareness and technical understanding of capital allocation and return on allocated capital (RoAC) across EO and FAL stakeholders. \n • \n Oversee the assessment of capital implications for a range of business transactions, including Loss Portfolio Transfers (LPTs), acquisitions and disposals. \n • \n Support commutations, reinsurance optimisation and the QBE reinsurance purchase process using the capital model. \n\n Regulatory Capital & Forecasting: \n\n • \n Take responsibility for the production of regulatory capital forecasts to support capital and remittance planning. \n • \n Drive the ongoing development and enhancement of capital forecasting methodologies. \n • \n Apply a robust risk management framework and peer‑review processes across model use activities. \n\n Governance, Leadership & Stakeholder Engagement: \n\n • \n Lead the FAL monthly Model Use Working Group, ensuring delivery of key activities and contributing to future model use strategy. \n • \n Build strong, collaborative relationships with key stakeholders across the QBE Division and wider Group. \n • \n Motivate, develop and lead team members, ensuring high performance standards and ongoing personal development. \n\n About You \n Must‑haves: \n\n • \n Tertiary degree or equivalent combination of education and relevant work experience. \n • \n Relevant actuarial society certification, such as Fellow of the Institute and Faculty of Actuaries (FIA) or Fellow of the Casualty Actuarial Society (FCAS). \n\n Experience & capability: \n\n • \n Fully qualified actuary with significant General Insurance experience. \n • \n Strong background in capital modelling or capital management within the General Insurance industry. \n • \n Proven experience in team leadership and senior stakeholder engagement. \n • \n Highly skilled in data analysis, with strong proficiency in Excel, PowerPoint, SQL, VBA and capital modelling software (Igloo preferred). \n • \n Commercially aware, collaborative and able to influence strategic decision‑making. \n • \n Experience leading operational processes and delivering high‑quality technical analysis and insights. \n • \n Strong analytical and problem‑solving skills, with clear written and verbal communication abilities. \n • \n Comfortable working with senior management and industry professionals in complex environments. \n\n Benefits \n We offer a range of benefits to help provide holistic support for your work life, whatever your circumstances. As a QBE employee you will have access to and benefit from: \n 30 days holiday a year with the option to buy up to 2 additional days. \n Flexible working - balancing work and life is important so our flexible working opportunities are open to all, this can include part-time, job share and compressed hours. \n Pension – you are automatically enrolled into the QBE pension plan, which entitles you to receive employer contributions of 10% of your basic salary. \n Private medical insurance – we fund fully comprehensive private medical cover for you and all the family. \n Family friendly policies – we offer 26 weeks leave at full pay regardless of gender identity, sexual orientation or how you become a parent. \n Short term remote work abroad - you can request up to 20 days per year to work remotely from certain locations abroad. \n Sustainable investing - we believe sustainable integration is important for long term financial, environmental, and social outcomes. Our pension strategy supports our net-zero goal to achieve year-on-year reductions in carbon footprint, by investing more in green businesses than the broader market, so your savings are looking after the planet's future, as well as your own. Cycle-to-Work – benefit from regular exercise whilst making your commute greener and cheaper, select and bike and/or accessories up to the value of £5,000. \n To find out more visit our Reward Page \n #LI-Hybrid \n Awards & Recognition \n We value our employee’s experience with us and are proud to have been recognised for the following awards: \n Winner of Excellence in Diversity, Equity & Inclusion Award 2025 at the Insurance Business Australia Awards for our Respect@QBE program \n Insurance Post British Insurance Awards 2025: Winner: Commercial Lines Insurer of the Year, \n Winner: Reinsurer of the Year - QBE Re, Winner: ESG, Diversity, Equity and Inclusion Initiative of the Year, Winner: Insurance Personality of the Year - Chris Wallace, Executive Director UK insurance \n AXCO Global Insurance Awards 2024 Winner: Network Management of the Year \n Insurance Business UK 5-Star Cyber Awards 2024: QBE rated as a 5-Star Cyber Insurer \n UK IT Industry Awards 2023 Winner: Green Technology Innovation of the Year \n Working Dads Employer Awards 2023 Winner: Parental Policies Award \n Insurance Post British Insurance Awards 2023: QBE rated as a 5-Star Employee \n You can view all our awards here \n Apply now and let’s make it happen! \n If you’re looking for a career that combines your expertise and your empathy, click Apply today. \n Your career. At the heart of it. \n Skills: \n Actuarial Science, Analytical Thinking, Capital Management, Coaching for success, Communication, Critical Thinking, Decision Making, Financial Modeling, Influencing, Intentional collaboration, Investment Management, Managing performance, Navigating ambiguity, Team Development, Team Management \n How to Apply: \n To submit your application, click "Apply" and follow the step by step process. \n Equal Employment Opportunity: \n QBE is an equal opportunity employer and is required to comply with equal employment opportunity legislation in each jurisdiction it operates.

• Moody's Corporation

  

  Catastrophe Modeller - Tropical Cyclones

  16 days ago

  London

  hackajob is collaborating with Moody's Corporation to connect them with exceptional professionals for this role. \n At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are—with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence. \n If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. \n Skills and Competencies \n\n • Strong expertise in statistical modelling, probability, and numerical methods, required to develop robust catastrophe risk models\n, • Proficiency in programming languages such as Python, R, or Julia to build and maintain scalable modelling frameworks\n, • Experience analysing climate and atmospheric data, with knowledge of tropical cyclone processes preferred\n, • Ability to collaborate effectively in multidisciplinary teams, including use of version control systems (e.g., Git) for shared code development\n, • Strong analytical thinking and problem-solving skills to interpret complex hazard behaviours and translate them into model outputs\n, • Effective communication skills to present technical insights clearly to both technical and commercial stakeholders\n, • Basic understanding of artificial intelligence concepts, with curiosity and enthusiasm for learning how AI tools can be used to improve processes and drive efficiency\n, • Interest in exploring AI systems and a willingness to develop awareness of responsible AI practices, including risk management and ethical use \n\n Education \n\n • PhD in Statistics, Atmospheric Science, Climate Science, Applied Mathematics, or a related discipline\n, • MSc candidates with relevant industry experience may be considered\n\n Responsibilities \n Develops statistical and mathematical models to quantify tropical cyclone risk and support catastrophe risk assessment. \n\n • Conduct research into tropical cyclone behaviour, including extreme event modelling, to quantify hazard and loss potential\n, • Develop, test, and enhance statistical and numerical models used in catastrophe risk assessment\n, • Collaborate with cross-functional teams across hazard, vulnerability, exposure, and financial modelling to ensure model accuracy and completeness\n, • Analyse large-scale observational and reanalysis datasets to support model development and validation\n, • Implement and maintain modelling code in high-performance computing environments where required\n, • Translate complex modelling outputs into actionable insights for internal stakeholders and external clients\n, • Contribute to continuous improvement of modelling methodologies, including exploration of advanced techniques such as machine learning \n\n About the Team \n Our Model Development - Hazard Modelling team is responsible for building advanced catastrophe models that quantify the financial impact of natural hazards. We contribute to Moody’s by delivering industry-leading catastrophe modelling solutions used by global re/insurance and financial markets, and advancing scientific research and innovation in natural hazard risk modelling. By joining our team, you will be part of cutting-edge work in climate risk, catastrophe modelling, and data-driven analytics within a global, multidisciplinary environment. \n Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law. \n Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.

• BNY

  

  Model Risk Auditor - Vice President

  24 days ago

  London

  hackajob is collaborating with BNY to connect them with exceptional professionals for this role. \n We are seeking a highly motivated Model Risk Auditor to join our dynamic Model Risk Internal Audit team. This role is located in London, UK. \n In this role, you will make an impact in the following ways: \n\n • Lead or participate in complex Internal Audit engagements focused on model risk, including reviews of counterparty risk and market risk models, across all phases of the audit lifecycle: planning, fieldwork, and reporting.\n, • Evaluate the design and operating effectiveness of controls over model development, implementation, use, and validation activities, including supporting documentation, modeling methodologies, input data, parameter selection, outcome analysis, and other significant modeling judgments.\n, • Perform and oversee audit testing with sufficient depth, accuracy, and rigor to support conclusions regarding adherence to Internal Audit methodology, internal policies and procedures, and applicable regulatory requirements.\n, • Identify, assess, and communicate significant issues and control weaknesses within model risk areas under review, and effectively challenge management to drive appropriate and timely remediation.\n, • Prepare high-quality audit reports and other written deliverables that clearly articulate observations, risk implications, root causes, and recommendations.\n, • Monitor and validate the remediation of audit findings, including evaluating the design and operating effectiveness of corrective actions, where applicable.\n, • Provide guidance, coaching, and constructive feedback to team members, including reviewing audit workpapers to ensure quality, consistency, and adherence to Internal Audit standards.\n, • Develop and maintain effective working relationships with key stakeholders across Risk, Model Risk Management, Front Office, and other control functions, while contributing to continuous monitoring activities in model risk areas.\n, • Serve as a subject matter expert within Internal Audit on model risk management practices, with particular focus on counterparty risk and market risk frameworks, regulatory expectations, and industry developments.\n, • Identify control environment gaps, emerging risks, and inconsistencies with regulatory expectations, and contribute to the development and refinement of the annual Internal Audit plan for model risk.\n, • Maintain current knowledge of model risk management practices, counterparty risk and market risk methodologies, evolving regulatory expectations, and relevant industry standards.\n, • Apply a data-driven mindset and leverage advanced data analytics to enhance audit coverage, strengthen risk assessment, and deliver value-added audit insights.\n, • Support ad hoc reviews, special projects, and other Internal Audit initiatives as directed by senior audit management.. \n\n To be successful in this role, we’re seeking the following: \n\n • \n Bachelor's degree or equivalent combination of education and work experience required. \n • \n Advanced degree (PhD) in Math, Statistics, Physics, Economics or Engineering preferred. \n • Relevent work experience preferred.\n, • Prior experience in model development, validation, or audit preferred.\n, • Proficient understanding of SR 11-7 and SR 26-2.\n, • Additional core skill requirements include understanding of the applied and interpretation of analytics results for Audit, critical thinking and problem solving. \n

• J.P. Morgan

  

  Quant Modelling Associate/Vice President

  10 days ago

  London

  hackajob is collaborating with J.P. Morgan to connect them with exceptional professionals for this role. \n JOB DESCRIPTION \n We are looking for a new member to join our cross-asset team in the Model Risk Governance and Review group which is responsible for end-to-end model risk management across the firm for electronic trading models. \n As a Quant Modeling Associate/Vice President in our Model Risk Governance and Review team, you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of capital, and more broadly for decision-making purposes. Additionally, you will have an opportunity for exposure to a variety of business and functional areas and will work closely with model developers and users. \n Job responsibilities \n\n • \n Evaluate conceptual soundness of model specifications, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability and comprehensiveness of performance metrics and risk measures. Perform independent testing of models by replicating or building benchmark models. \n • \n Design and implement experiments to measure the potential impact of model limitations, parameter estimation errors, and deviations from model assumptions; compare model outputs with empirical evidence or outputs from model benchmarks. \n\n\n • \n Evaluate the risks posed by non-transparent model parameters and/or non-linear relationships, and suggest ways to mitigate such risks. \n\n\n • \n Document the model review findings and communicate them to stakeholders. \n\n\n • \n Serve as the first point of contact for model governance related inquiries for the coverage area, and help identify and escalate issues to ensure that their resolutions are sound and timely. \n\n\n • \n Provide guidance on the appropriate usage of models to model developers, users, and other stakeholders in the firm. \n\n\n • \n Stay abreast of the ongoing performance testing outcomes for models used in the coverage area, and communicate those outcomes to stakeholders. \n\n\n • \n Maintain the model inventory and model metadata for the coverage area. \n\n\n • \n Maintain the pace with the latest developments in coverage area in terms of products, markets, models, risk management practices, and industry standards. \n\n Required qualifications, capabilities, and skills \n\n • \n Master's or PhD in a quantitative discipline such as Mathematics, Physics, Engineering, Computer Science, Economics or Finance \n\n\n • \n Strong experience in model validation or front office in an area of electronic trading (either agency or market making) \n\n\n • \n Excellence in probability theory, stochastic processes, statistics, and numerical analysis. \n\n\n • \n Strong understanding of option pricing theory and quantitative models for derivatives. \n\n\n • \n Excellent communication skills (written and verbal) \n\n\n • \n Risk and control-oriented mindset: ability to ask incisive questions, assess materiality of model issues, and escalate issues appropriately. \n\n\n • \n Proficiency in Python (NumPy, SciPy, Pandas, etc). \n\n\n • \n Curious, ownership-driven, and teamwork-oriented mindset. \n\n Preferred qualifications, capabilities and skills \n\n • \n Prior model validation or frontâoffice quant experience in pricing, risk, or electronic market making models. \n\n\n • \n Database interfacing, data management and (pre-)processing (kdb, q, SQL). \n\n\n • \n Experience of working with tensorflow and other ML packages. \n\n ABOUT US \n J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our \n FAQs \n for more information about requesting an accommodation. \n ABOUT THE TEAM \n Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we're setting our businesses, clients, customers and employees up for success.

• Moody's Corporation

  

  Vice President - Modeling & Quant Analytics (MRG)

  16 days ago

  London

  hackajob is collaborating with Moody's Corporation to connect them with exceptional professionals for this role. \n At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are—with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence. \n If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. \n Skills and Competencies \n\n • A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a good understanding of financial products and markets. \n, • A deep understanding of AI model risk management, including risks and controls specific to Generative AI and Agentic AI, and their implications for model validation and governance. \n, • Deep expertise in artificial intelligence, with a track record of implementing advanced AI solutions to drive strategic transformation and operational efficiency. Strong experience using AI tools to lead innovation initiatives. Demonstrated leadership in managing AI-related risks, ensuring ethical governance, and fostering a culture of responsible AI adoption across the organization. \n, • The ability to articulate complex ideas fluently and clearly. \n, • Proficiency in programming languages such as R, Python, MATLAB, and SQL, with the ability to work within an established code base. Knowledge of C++ programming is preferred. \n, • Previous experience in model validation and development, particularly in areas such as credit risk, counterparty credit risk, or market risk is necessary. Candidates should be adept at handling model validation assignments with minimal supervision. \n, • 10+ years of experience in model development, validation, and risk analytics is necessary. \n, • Build and nurture relationships: Inspire and encourage team members to build strong, collaborative relationships \n, • Provide timely feedback and coaching: Offer constructive feedback and coaching to help team members optimize their potential \n, • Role-model growth mindset: Foster innovation and advance the team's evolution by demonstrating a growth mindset \n, • Encourage agile thinking and adaptability within the team \n, • Translate strategy into actionable goals: Ensure the team focuses on critical priorities by setting clear, actionable goals \n, • Establish a compelling vision: Provide clear direction and a compelling vision for the team to follow \n, • Create a culture of trust: Honor commitments and treat everyone with respect to build a culture of trust \n, • Highly organized, efficient, and detail-oriented, demonstrating a high level of accuracy in their work. \n, • Possesses excellent organizational skills, capable of multitasking and prioritizing work effectively within a team environment. \n, • The ability to work under tight deadlines, manage time efficiently, and maintain focus is essential. \n, • Candidates should be capable of working both independently and collaboratively, with strong English written and spoken communication skills. \n\n Education \n\n • A strong academic background in a quantitative field such as mathematics, artificial intelligence, physics, economics or engineering or a program focused on quantitative discipline is essential, with a preference for candidates holding a post-graduate degree. \n\n Responsibilities \n The role involves validating models, scorecards and agents used in the context of credit rating activities across asset classes as well as AI model risk management and development. In addition to solid traditional model validation skills and experience, the successful candidate will provide in-depth knowledge and expertise in Generative & Agentic AI. \n\n • Execute and lead independent validation reviews of credit rating models, scorecards, including hands‑on assessment of inputs, assumptions, conceptual soundness, performance, and limitations. \n, • Lead AI model risk management activities end‑to‑end, including identification, assessment, and mitigation of risks specific to GenAI and agentic AI. \n, • Design and deliver complex validation analyses, including model replication, challenger development, sensitivity testing, benchmarking, and ad‑hoc quantitative investigations. \n, • Own validation outputs end‑to‑end, from test plan design through clear, concise validation reporting and effective challenge of model developers. \n, • Develop AI model risk management capability within MRG, mentoring validators, developing GenAI and Agentic AI expertise, and actively contributing as a subject‑matter expert across analytical and methodology teams. \n, • Drive rigorous execution standards and culture, promoting effective challenge, continuous improvement, and practical application of model risk frameworks and policies. \n \n\n About the team \n The MRG Quantitative Review team independently reviews and validates quantitative models and scorecards that support credit ratings. It notably assesses whether these tools are conceptually sound, appropriately calibrated, and fit for purpose, and that they operate in line with approved methodologies and governance standards. \n #LI-Hybrid \n Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law. \n Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.