Edinburgh, Scotland, United KingdomLondon, England, United KingdomBirmingham, England, United Kingdom Job Description Job Type: Permanent Location: This role can be based in either our London, Birmingham, or Edinburgh offices with time spent working in the office and at home. Flexible working: All roles are open to part-time, job-share and other types of flexibility. We will discuss what is important to you and balancing this with business requirements during the recruitment process. You can read more about flexible working here. Closing Date: 1 st May 2026 Salary and benefits: Upto £145k depending on experience plus an indicative bonus range of 30-60% private medical cover, 38 days annual leave, excellent pension, 12x salary life assurance, career breaks, income protection, 3x volunteering days and much more. Who are we? We’re Standard Life, a retirement specialist focused entirely on retirement savings and income. We champion the belief that everyone’s journey to and through retirement can be better, and for more than 200 years, we’ve been helping our customers plan and prepare for their financial futures. Life today is increasingly complicated, uncertain and unpredictable. People move through different careers, face unexpected moments and navigate important choices. We offer our colleagues flexibility, trust and benefits that work for whatever life brings. In return we expect curiosity, connection, accountability and high standards. We make room for what matters – so you can bring your best, every day. The role As a Senior Quants Risk Manager, you’ll play a central role in ensuring the integrity, robustness and appropriateness of the models that underpin key decisions across our business. Working within our Transaction and Quant Modelling Oversight team, you’ll lead end-to-end reviews of a wide range of models covering asset pricing, liability valuation, ALM, and credit. You’ll provide independent, evidence-based challenge on both the methodology and implementation of models, ensuring they meet regulatory expectations, internal standards and industry best practice. The role requires close collaboration with model developers as well as engagement with senior stakeholders across risk, finance, and asset management. You will have access to production code and develop benchmark models and analytical tools in state-of-the art asset systems. This is an opportunity to apply deep quantitative expertise to high-impact work, influence modelling strategy, and help shape how we manage risk across a growing and strategically important area of the business. What are we looking for?

Strong academic background in a quantitative discipline (e.g. mathematics, physics, statistics, or actuarial science), ideally to MSc or PhD level Demonstrated experience in a quantitative role within insurance or financial services (e.g. model validation, model development, or actuarial modelling) with the ability to independently lead reviews of complex models Understanding of stochastic modelling techniques such as Monte Carlo, interest rate modelling, or asset-liability modelling Good understanding of insurance regulatory frameworks (e.g. Solvency II) Strong programming (e.g., Python, VBA, or actuarial modelling platforms) with the ability to review quantitative code.

We want to hire the whole version of you. We are committed to ensuring that everyone feels accepted and welcome. Applicants from all backgrounds are encouraged to apply, and if your experience looks different from what we’ve advertised and you believe that you can bring value to the role, we’d love to hear from you. If you require any adjustments to the recruitment process, please let us know so we can help you to be at your best. #J-18808-Ljbffr