Own the end-to-end design, build, validation, and ongoing enhancement of IG's critical risk models, writing and maintaining production-quality code throughout
Job Summary
Own the end-to-end design, build, validation, and ongoing enhancement of IG's critical risk models, writing and maintaining production-quality code throughout.
Lead the migration and development of risk models and analytical pipelines onto cloud infrastructure, working closely with Risk Technology and Data Engineering.
Act as a hands-on player-manager: directly contributing to model builds and quantitative work while leading, coaching, and developing the team.
Matching Summary
Own the end-to-end design, build, validation, and ongoing enhancement of IG's critical risk models, writing and maintaining production-quality code throughout.
Skills & Requirements
Must-have
Quantitative market risk framework
Build and own risk models
Python development skills
Cloud-based risk infrastructure
Derivatives pricing and risk sensitivities
Player-manager leadership
Nice-to-have
Commercially sharp
Strategic enabler
Curious and forward-thinking mindset
Team capability building
Business partnership
Key Requirements
Significant experience in quantitative risk roles
Proven track record of building critical risk models