Capital Modelling Manager Job at Goodman Masson (London)

Balance Sheet Management Modeling – AVP

The Balance Sheet Management Sr. Analyst is a seasoned professional role respons...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling /econometrics experience in financial domain
PG / Masters / PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot)
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Experience with SQL and databases
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
Broad understanding of financial products, accounting principles, investment, accrual products and corporate finance concepts
Excellent presentation skills
Ability to build key cross functional and cross business relationships

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
Calculation of Net Interest Income (NII), Non-Interest Revenue (NIR), Interest Rate Exposure (IRE), Economic Value Sensitivity (EVS), and other associated interest rate risk metrics
Model governance and support includes reviewing and timely submission of model documentations such as Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation
Present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices
Build key relationships with finance and business teams
Create a culture of accountability and strict quality control of the data integrity and modeling processes

Fulltime

Risk Capital - Model Developer - VP

The role involves leading the model development and implementation for economic ...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

3-5 years’ relevant experience in financial industry or equivalent research experience in hard science fields
MSc or PhD required
Strong mathematical knowledge in statistics, stochastic analysis, and other related quantitative fields
Solid understanding of risk metrics, quantitative finance, and risk management practice
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
Strong programming skills in Python or C++
Experience with database and SQL is preferable
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time

Job Responsibility

Lead the model development and implementation for economic risk capital models
Maintain existing risk capital models for banking book interest rate and FX risks
Review and improve model methodologies
Support business and production process
Perform periodic model performance monitoring
Review and maintain model documents
Provide explanations to model output
Develop, implement, and test model methodology changes
Manage model risk across the model life-cycle
Monitor production process and identify key risk drivers

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources

Fulltime

Procurement Manager - Capital Construction & Engineering Services

Define & deliver optimised Capital Procurement & Contract strategies for UK Capi...

Location

United Kingdom , Irvine OR Montrose

Salary:

Not provided

Experis

Expiration Date

Until further notice

Requirements

10 years Capital Construction & Engineering experience mandatory
6-10 years' experience of procuring Professional Services (i.e., design, engineering, and project delivery consultants) and Trade packages within complex, multistage project delivery model (Front End & Execution) e.g., FEED + EPCm
Advanced understanding of contractual risk allocation across delivery models (i.e., EPCM, EPC, IPD)
Advanced understanding of Categories present within capital projects: i.e., Professional Services, Civil, Structural & Architectural, Electrical, Control & Instrumentation, Automation, Mechanical & Piping, Process equipment
Experience of working with and drafting standard form contract agreements - FIDIC, NEC, IChemE
NEC preferred
Experience of working with Lump Sum, Cost Plus, Re-measurable & Target Cost models
Good People management both downward and upward
Good project management skills
Extensive experience across key procurement processes: Category strategy and category management

Job Responsibility

Define & deliver optimised Capital Procurement & Contract strategies for UK Capital Projects within Pharma portfolio
Ensure successful project delivery (safety, cost, quality, time) against business case, customer requirements, compliance requirements and total cost of ownership
Effectively manage stakeholder relationships with internal customers and external suppliers
Business partner for regional site capex project managers
Maximize the delivery of Capital Projects
Champion the project safety culture, behaviours, and engagement activities
Act as project procurement partner for site Capital Projects
Provide Work Package sourcing support for Category owners (as per Ariba Guided Buying)
Secure buy in and introduction of Procurement at the early project stage to define best contracting and procurement strategies
Accountability for defining and executing robust contracting and procurement strategies (e.g. EPCM, EPC, IPD)

Balance Sheet Management Modeling - VP

The Balance Sheet Management Sr. Analyst is a seasoned professional role respons...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years of relevant statistical modeling/econometrics experience in financial domain
PG/Masters/PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated Regression and Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages
Hands-on experience in programming and modeling using Python and related packages
Working knowledge of statistical packages like SAS/R is a plus
Experience with SQL and databases
Experience in Excel VBA is a plus
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development including econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes such as Net Interest Income, Non-Interest Revenue, Interest Rate Exposure, Economic Value Sensitivity, and others
Applies analytical thinking and knowledge of statistics/modeling/data analysis tools and methodologies
Reviewing and timely submission of model documentations to Model Risk Management and other stakeholders
Develop and maintain a comprehensive modeling system ensuring consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation
Present technical matters meaningfully to align with Model Risk Management on modeling and validation practices
Build key relationships with finance and business teams
Create a culture of accountability and strict quality control of the data integrity and modeling processes

Fulltime

Balance Sheet Management Modeling

The role involves developing statistical and non-statistical methodologies for b...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years of relevant statistical modeling/econometrics experience in the financial domain
PG/Masters/PhD in a quantitative discipline such as Statistics, Economics, Mathematics, or related
certifications such as FRM, CFA are a plus
experience in developing econometric models and statistical techniques like Linear Regression, Logistic Regression, Time Series
working knowledge of Artificial Intelligence/Machine Learning techniques and packages
hands-on experience in programming and modeling using Python and related packages
working knowledge of SAS/R is a plus
experience with SQL and databases, Excel VBA is a plus
domain knowledge in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
strong presentation skills

Job Responsibility

End-to-end development and governance of models in treasury/IRRBB space
development of econometric forecasting models for balance sheet and income statement line items
calculation of Net Interest Income, Non-Interest Revenue, Interest Rate Exposure, Economic Value Sensitivity, and other associated interest rate risk metrics
creation and maintenance of a comprehensive modeling system for data quality and modeling methods
submission of key model documentation to stakeholders
building key relationships with finance and business teams
presenting technical matters in a way meaningful to the audience
fostering a culture of accountability and strict quality control of data integrity and processes.

What we offer

Equal opportunity employer
inclusion in company’s diversity and accessibility initiatives.

Fulltime

Balance Sheet Management Modeling – Sr. Analyst

The Balance Sheet Management Sr. Analyst is a seasoned professional role. The Sr...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling /econometrics experience in financial domain
PG / Masters / PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration and Machine Learning Techniques, etc.
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot) etc.
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Working knowledge of statistical packages like SAS/R is a plus
Experience with SQL and databases
Experience in excel VBA is plus
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning, etc.

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
This includes the calculation of Net Interest Income (“NII”), Non-Interest Revenue (“NIR”), Interest Rate Exposure (“IRE”), Economic Value Sensitivity (“EVS”), and other associated interest rate risk metrics
Applies analytical thinking and knowledge of statistics / modeling / data analysis tools and methodologies
Gives attention to detail when making judgments and analytical recommendations based on the analysis of information
Typically deals with variable issues with potentially broader business impact
Applies professional judgment when interpreting data and results
Model governance and support includes reviewing and timely submission of model documentations such as - Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management and other stakeholders
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation which is critical in reducing the model operating risk
Must be able to present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices and have periodic check-ins with them

Fulltime

Senior Quantitative Risk Analyst

Join Allianz plc as a Senior Quantitative Risk Analyst, where you will play a pi...

Location

Ireland , Dublin

Salary:

Not provided

Allianz

Expiration Date

Until further notice

Requirements

Proven 5+ years of experience in risk management or actuarial roles, with Solvency II experience an advantage
Third level graduate of a relevant Actuarial, Mathematics, Physics or comparable quantitative-technical discipline
Excellent collaborative attitude
A proactive approach to problem-solving and decision-making
Persistent attitude to identify potential to best possible approaches to reflect and model risks
Excellent communication, project management and report writing skills.

Job Responsibility

Steer the delivery and ongoing enhancement of the Financial Recovery Plan
Support and co-ordinate other key risk processes such as the ORSA and annual risk capital plan in collaboration with internal and external stakeholders
Provide advanced contributions to capital management initiatives and the SII steering squad
Further develop the quantitative risk limit framework to effectively mitigate risks in close collaboration with the business
Support adherence to the company’s risk appetite
Conduct scenario analyses and stress testing of key risks in conjunction with the Financial Recovery Plan, ORSA Report and Top Risk Assessments
Calibrate the Allianz plc Internal Model for individual risk types and conduct related model validation activities
Analyse and communicate the movements in risk capital arising from each Closing run under the Internal Model
Develop state-of-the-art solutions for risk management, control, and mitigation.

What we offer

An integral role within a highly respected and international Risk Management team
A supportive environment that values collaboration and innovation
Opportunities for professional growth and development
The chance to make a significant impact on Allianz plc’s risk management strategies
A tailored scope of responsibilities that can be adjusted to fit your strengths and career aspirations.

Fulltime

Head of Wholesale Economic Response Analytics Monitoring

The Head of Monitoring for Wholesale Economic Response Analytics is accountable ...

Location

Poland

Salary:

Not provided

HSBC

Expiration Date

October 10, 2026

Requirements

Deep expertise in model risk management
Strong understanding of IFRS9, Economic Capital (EC), Stress Testing (ST), and ESG/environmental modelling
Hands-on experience in monitoring frameworks, GMIS platforms, and regulatory expectations
Proficiency in model lifecycle governance, including issue remediation, data lineage, audit tracking, and end-to-end monitoring documentation
Strong leadership skills for cross-functional collaboration

Job Responsibility

Design, implementation, and oversight of monitoring framework for IFRS9, Economic Capital, Stress Testing, and ESG analytics models
Ensure consistency and standardization of monitoring practices across model types
Support business and risk functions in evaluation and interpretation of monitoring outcomes
Lead presentation of monitoring insights to internal governance bodies and regulatory stakeholders
Drive cross-functional collaboration across modelling, risk, data, and governance teams
Enable consistent global approach to monitoring by aligning stakeholders and managing complex deliverables
Contribute to committees such as Global Model Oversight Committee

Fulltime

Capital Modelling Manager

Goodman Masson

Location:
United Kingdom , London

Category:
Consulting

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
March 05, 2026

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March 05, 2026