Senior Manager, Portfolio Modelling

The main goal of this role is to support the LFS Risk Modelling Centre of Excellence by leading the Portfolio Modelling work stream, building, maintaining, and improving quantitative models across the full life cycle of each LFS financial product.

In this role, you’ll be responsible for:

• Develop and deploy traditional portfolio risk models in line with established Model Governance framework, including IFRS 9 models.
• Lead the Portfolio Modelling work stream with a focus on learning and development of team members in quantitative portfolio modelling.
• Drive research and development to innovate with new methodologies with a focus on building and deploying explainable and robust models.
• Provide thought leadership on optimizing strength and stability of existing suite of portfolio models by using alternative data sources and modelling techniques (for example machine learning).
• Ownership of portfolio models and Line 1 governance acros...