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Tier-1 brand and metro location but niche senior quant role reduces applicant density.
Highly finance- and regulation-specific model risk expertise limits cross-industry transferability.
Explicit 10+ years, quant modelling, Python/R, and regulatory expertise create strict hiring filters.
Lead and independently perform end-to-end validation of models used in Risk Management, Finance, and Investment Management, ensuring accuracy, robustness, and regulatory compliance.
Collaborate with model owners, Finance, Risk, and Investment teams to uphold model governance according to Fidelity's Model Risk Policy and regulatory standards.
Support and enhance model governance activities including model inventory, risk assessments, and validation frameworks.
10+ years of experience in quantitative modelling, model validation, and risk-related roles in financial industry (investment banking or asset management preferred).
Advanced degree in Mathematics, Statistics, Computer Science, or related quantitative field preferred.
Strong programming skills in Python, R, and Excel.
Working knowledge of regulatory frameworks and expectations related to model risk and financial models.
Deep expertise in model risk validation with experience across Risk Management and Finance models, including regulatory submissions and valuation processes.
Proven capability to lead rigorous quantitative analysis and deliver clear, actionable recommendations to both technical and non-technical stakeholders.
Experienced in establishing strong stakeholder relationships and driving model risk governance in a large, regulated financial environment.