Overview
We are seeking two Quant & AI Assurance Engineers specializing in Balance Sheet Modelling to enhance our modeling processes and ensure their robustness and compliance for production in a regulated financial environment. In this role, you will collaborate with quantitative modellers, engineers, and stakeholders to transform complex workflows into reliable and efficient systems, while also implementing necessary testing and governance frameworks. The position requires a strong blend of quantitative expertise and engineering experience, focusing on the entire modeling lifecycle.
Responsibilities
- Industrialise balance sheet modelling workflows by automating processes to enhance consistency and efficiency.
- Build testing and validation frameworks to ensure confidence in model outputs and changes before deployment.
- Develop AI assurance and governance controls that enforce oversight and auditability of models.
- Assess production readiness by identifying risks, control gaps, and dependencies associated with model deployment.
- Create audit evidence and documentation detailing the development, testing, governance, and maintenance of models.
- Support procurement and assurance activities, evaluating solutions and suppliers related to balance sheet modelling.
- Collaborate with quantitative modellers and business stakeholders to implement good practices throughout the modelling lifecycle.
Requirements
- Proven experience in balance sheet modelling within quantitative, actuarial, or financial services settings.
- Expertise in quantitative or actuarial model engineering, encompassing model development and lifecycle management.
- Strong proficiency in Python, particularly with model APIs.
- Practical knowledge of CI/CD pipelines and automated testing frameworks.
- Understanding of model risk management, including controls and validation practices.
- Experience with AI assurance and model governance in production environments.
- Familiarity with financial services regulations and the necessity for robust governance controls.
- Ability to simplify complex technical concepts into clear recommendations for stakeholders.