Duties: We are seeking a motivated immunologist to study novel pathways that control neutrophil effector functions and their importance in microbial control and inflammatory disease pathogenesis. We will also investigate how these pathways are impacted by neutrophil heterogeneity and the microbiome during microbial infection, intestinal inflammation and cancer. Experience with innate or adaptive immunity, cellular singaling and murine models of infection or immune related disease is essential
Requirements: PhD in immunology, infection biology, biochemistry or cell biology or in the final stages of PhD submission; Good knowledge and experience in immunology and biochemistry; Technical expertise in biochemical, cell biological and mouse work; Track record of writing papers as evidenced by publications or submitted manuscripts in referred journals

Duties: Research and explore new machine learning methods through independent study, attending industry-leading conferences and experimentation; Develop state-of-the art machine learning models to solve real-world problems and apply it to complex business critical problems in Cybersecurity, Software and Technology Infrastructure; Collaborate with multiple partner teams in Cybersecurity, Software and Technology Infrastructure to deploy solutions into production; Drive firmwide initiatives by developing large-scale frameworks to accelerate the application of machine learning models across different areas of the business
Requirements: PhD in a quantitative discipline, e.g. Computer Science, Electrical Engineering, Mathematics, Operations Research, Optimization, or Data Science. Or an MS with full time industry or research experience in the field; Hands-on experience and solid understanding of machine learning and deep learning methods; Extensive experience with machine learning and deep learning toolkits (e.g.: TensorFlow, PyTorch, NumPy, Scikit-Learn, Pandas); Scientific thinking and the ability to invent

Duties: Develop highly scalable classifiers and tools leveraging machine learning, regression, and rules-based models with a high degree of autonomy; Suggest, collect and synthesize requirements and create effective feature roadmap; Build strong crossfunctinal partnerships and code deliverables in tandem with the engineering team; Adapt standard machine learning methods to best exploit modern parallel environments (e.g. distributed clusters, multicore SMP, and GPU) Actively seek and give feedback in alignment with Meta’s Performance Philosophy
Requirements: Currently has, or is in the process of obtaining a PhD degree or completing a postdoctoral assignment in the field of Machine Learning, relevant technical field, or equivalent practical experience. Degree must be completed prior to joining Meta; Research and/or work experience in machine learning, deep learning, reinforcement learning, NLP, recommendation systems, pattern recognition, signal processing, data mining, artificial intelligence, information retrieval or computer vision

Duties: A potential project is to understand the interplay between cell division and cell identity during human development, reprogramming and disease using hESC and organoid models. In this project, some of the specific aims include but are not limited to: To use genome editing technologies to perturb the cell cycle-cell identity cross-talk To measure cell cycle dynamics during cellular transitions by state-of-the-art live cell imaging To integrate sequencing (OMICS) and imaging data sets
Requirements: PhD in areas relevant to Cell, Molecular or Developmental Biology (or in the final stages of PhD submission); Passion for and track record in understanding Gene Regulation and fate decisions; Expertise in sequencing/OMICS approaches (any, including, RNAseq, ATACseq, ChIPseq); Good knowledge of genome editing approaches; Extensive expertise with cell culture

Workload: 100%
Duties: We are seeking two highly motivated and qualified Research Fellows to join Promatix's computational biology group and they will be seconded into the Fisher lab for an initial period. The group investigates the evolutionary dynamics of cancer (initiation, progression, response to therapy and emergence of resistance) using computational models. The post holders will be expected to make significant contributions to the development of computational models for the cancers being studied by Promatix/the Fisher lab (e.g., breast & lung cancer). This will involve data discovery, analysis, computational modelling, and experimental validation in partnership with our experimental collaborators.‍
Requirements: Applicants will have a PhD degree in computational biology, computer science, engineering, physics, mathematics or bioinformatics, or a degree in biological science with substantial experience in computational work. Experience in formal verification methods (in particular, model checking, temporal logic, static analysis, SAT solving and program synthesis), logical modelling and statistical analysis are essential. Candidates should have excellent programming skills in Python, MATLAB, and R. Experience in machine learning and proteomics or other omics is desirable

Duties: Developing and enhance capital modelling capabilities for the Lloyd’s syndicate, SIEL and SEIL, which may involve enhancing parts of existing models for entities, and building/consolidating reports from the models for various uses; Preparing Solvency Capital Requirement (SCR) submissions for Lloyd’s (the Lloyd’s Capital Return) for the syndicate, and supporting other entity model development as required. Communicating results and providing analysis of change to the Head of Capital and Chief Actuary; Supporting annual and ad-hoc parameterisation of capital models. This will involve investigating new methods and seeking new data sources to continually improve the process; Preparing capital metrics and output to aid business planning and management decision making. Communicating these to underwriters to ensure their understanding of key results
Requirements: Qualified/Nearly qualified with Institute & Faculty of Actuaries or equivalent; Strong relevant/technical experience; Reserving principles; Lloyd’s capital setting processes; Solvency II principles, EU directives in relation to Solvency II and capital adequacy

Duties: The primary responsibility of this role is to increase the systems and data capabilities of the Actuarial team through leading key projects that will arise over time as the needs of the business and actuarial team change. The Development Actuary will also be a key interface between the Actuarial team and IT teams, ensuring that the needs of the team are prioritized and brought to completion. This is a role with dual reporting lines into the Head of Pricing and Head of Reserving, so candidate must be highly skilled in managing multiple stakeholders and progressing multiple projects concurrently
Requirements: Qualified actuary or equivalent; Pricing or Reserving experience; General Insurance background, London market experience preferred but not required; Project work experience; Process improvement experience

Duties: Lead, collaborate, and execute on research that pushes forward the state of the art in 3D computer vision, multimodal reasoning and generative approaches; Directly contribute to experiments, including designing experimental details, writing reusable code, running evaluations, and organizing results; Work with the team to help design, setup, and run practical experiments and prototype systems related to large-scale, long-duration sensing and machine reasoning; Contribute to publications and open-sourcing efforts
Requirements: Currently has or is in the process of obtaining a PhD in the field of Computer Vision, Computer Science, Mathematics, a related field, or equivalent practical experience. Degree must be completed prior to joining Meta; Experience communicating research for public audiences of peers; Experience with real world system building and data collection, including design, coding (C++) and evaluation (C++/Python), including experience with modern ML methods and algorithms; Hands-on experience implementing 3D computer vision algorithms and training/evaluating ML and AI models

Duties: Responsible for overseeing the Cyber and Commercial PI products within the Financial Lines portfolio; Rating Models: Maintain, re-calibrate and improve existing rating models. Utilize newly available technology to improve pricing outcomes; Develop additional functionality for exposure, experience and stochastic models; Portfolio Reviews: Perform or review annual profit studies to identify areas of opportunity, and help define the line of business strategy for the upcoming year
Requirements: Nearly/newly qualified actuary; Experience in General Insurance and in particular Financial Lines; Knowledge of programming languages a plus, particularly: SQL, R, or Python

Duties: Use Actuarial techniques to analyse a client’s portfolio(s) to provide quantitative and qualitative understanding of the loss exposure and inherent volatility; Assist both reinsurance placements and pitching for new business; Assist with the expansion the Lockton Re analytical toolkit; working with the wider team across the company to provide thought leadership on existing and new methodologies; Build and maintain relationships both internally and externally with clients and markets; Proactively support other senior actuaries and invest in the technical and professional development of analysts across the team
Requirements: FIA preferable; Excellent knowledge of actuarial techniques and methodologies, ideally relating directly to Casualty-specific reinsurance; Ability to clearly communicate methodologies, outputs and limitations internally and externally, to both technical and non-technical audiences

Duties: To support the Head of Pricing, wider team, senior management and underwriting teams in pricing and profitability reviews. This role will also assist in developing the company’s pricing capabilities by taking part to the pricing transformation
Requirements: Nearly/newly qualified of the Institute of Actuaries (or equivalent experience); Pricing experience: building and calibrating pricing tools, individual account case pricings; General Insurance background, London market experience esp. Financial Lines preferred

Duties: Conduct model validation for market risk models (VaR/Stressed VaR/Risks not in VaR/FRTB) by challenging model assumptions, mathematical formulation, and implementation; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions; Assess and quantify model risks due to model limitations and develop compensating controls; Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management, and governance committees; Collaborate with Global MRM teams, Model Control Officers, Valuation Control and Risk Managers to manage model risk across the model lifecycle
Requirements: Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field; In-depth knowledge of mathematical finance, derivative pricing, and numerical techniques; The ideal candidate has strong experience with market risk models gained at a financial institution; Experience developing pricing and risk models using Python, R or Excel VBA is a plus

Duties: The main aim of the project the post-holder will join is to develop, improve and apply models for improving situational awareness and informing data collection in outbreaks via data analysis and forecasting. Including systematic assessment of the predictive ability of any forecasts made, and whether the inclusion of individual, spatial, behavioural or genetic data can improve them. There is considerable freedom for work within the aims of the project and scope for the development and use of state-of-the-art methodology and computation with direct impact on public health
Requirements: The successful applicant will have a postgraduate degree, ideally a doctoral degree in a quantitative discipline such as epidemiology, mathematics, physics, statistics, bioinformatics or computational biology, or similar research experience. Candidates should have proficient knowledge of a programming language for mathematical or statistical modelling, including some experience with R, and be committed to open research and/or software development. Experience in outbreak analysis or model-based forecasting is an advantage

Duties: Lead Model Validation activities for the IMM model suite, including prioritization of the Book of Work for the team; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions, including, where appropriate the evaluation of developer documentation and testing; Assess, quantify and communicate to stakeholders model risks due to model limitations and compensating controls; Develop and apply high-quality validation standards by conducting independent testing to assess model accuracy and robustness under different market conditions; Highlight risks and limitations of models and communicate findings to stakeholders, senior management, and governance committees
Requirements: Masters or Ph.D. degree (or equivalent) in Finance, Mathematics, Physics, or a related quantitative field; The ideal candidate has strong experience with counterparty credit risk modelling framework gained at a financial institution, including experience facing regulatory requests; The ability to effectively communicate with a wide range of stakeholders (incl. senior management and internal/external auditors), both written and verbally

Duties: Development, enhancement and maintenance of market risk capital forecasting models under stress scenarios to ensure ongoing appropriateness and adaptations to new regulations (e.g. FRTB); Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of key regulatory requirements; Perform ongoing monitoring and evaluation of market risk capital forecasting models, review existing models to ensure they remain fit for purpose and make improvements where necessary; Collaborate closely with the model validation team to understand validation findings and remediate any identified issues
Requirements: MSc or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering); Deep understanding of quantitative risk including good knowledge of financial products and their risk representation; Demonstrable experience in delivering enhancements to risk models; Excellent mathematical, analytical, problem solving and troubleshooting skills

Duties: This Senior Lecturer post is one element of a new and exciting development of our focused research strategy at St George’s following the recent establishment of the Cardiovascular and Genomics Research Institute (CGRI). The appointee will be an active and internationally recognised academic who will support existent areas of research strength in the Institute by addressing at least one area of need where a new Principal Investigator can grow their research group. These areas of focus include: Cardiovascular genomic bioinformatics; Genetic statistics; and Functional genomics and multi-omics
Requirements: BSc and PhD in an appropriate field; Successful track record of at least 3 years of research at a lecturer level

Duties: We are seeking to appoint an exceptional Research Assistant to join Prof Macallan’s group within the Institute for Infection and Immunity. The postholder will participate in laboratory research investigating how lymphocyte homeostasis is maintained in humans. The appointee will assist with sample preparation, flow cytometric analysis, and mass spectrometric analysis
Requirements: Higher degree (Masters/PhD) in Immunology or related subject

Duties: This Lecturer post is one element of a new and exciting development of our focused research strategy at St George’s following the recent establishment of the Cardiovascular and Genomics Research Institute (CGRI). The appointee will be a dynamic post-doctoral scientist with a career trajectory indicating the likelihood of impactful and world-leading research. They will support existent areas of research strength in the Institute by addressing at least one area of need where a new Principal Investigator can grow a research group. These include: Cardiovascular genomic bioinformatics; Genetic statistics; Functional genomics and multi-omics; Computational biology; Disease modelling and novel therapeutics; and Applied machine learning. The post will be supported by a 3-year PhD studentship
Requirements: BSc and PhD in an appropriate field; Successful track record of at least 3 years of postdoctoral research; Evidence of successful independent grant application is desirable; Highly motivated and enthusiastic; Ability to enthuse students and staff

Duties: We have identified a basic mechanism of NET formation that is implicated in anti-fungal defence but also promotes atherosclerosis. We have also uncovered pathways that allow neutrophils to distinguish between different pathogens such as bacteria and fungi and tune NETosis and inflammation for efficient pathogen clearance. We also showed that NETs are highly proinflammatory through their histones and regardless of their origin extracellular histones lead to a break-down of innate and adaptive immunity during sepsis. Ongoing projects in the lab range from areas of basic NET biology and regulation to the regulation of neutrophil heterogeneity and its impact on inflammatory disease through the cross-talk with other immune cells
Requirements: PhD in immunology, infection biology, biochemistry or cell biology or in the final stages of PhD submission; Good knowledge and experience in immunology and biochemistry; Technical expertise in biochemical, cell biological and mouse work

Duties: Our researchers have a challenge: disproving the efficient market hypothesis every day. This requires them to harness massive compute power and to use state-of-the-art ML techniques; published in recent conferences or developed entirely in-house; as textbook methods won’t beat the competition. ML is integral to develop successful investment management strategies; it is one of the core drivers of our overall performance and success. It has long been a key tool at G-Research and we count a range of ICML and NeurIPS published researchers among our people
Requirements: Either a post-graduate degree in machine learning or a related discipline, or commercial experience developing novel machine learning algorithms. We will also consider exceptional candidates with a proven record of success in online data science competitions, such as Kaggle; Experience in one or more of deep learning, reinforcement learning, non-convex optimisation, Bayesian non-parametrics, NLP or approximate inference; Excellent reasoning skills and mathematical ability are crucial: off-the-shelf methods don’t always work on our data so you will need to understand how to develop your own models

Duties: This project is designed to understand the interactions between tumour cells and immune cells utilising a variety of tumour cell lines and genetic models, with a primary but not exclusive focus on lung cancer and lung metastases. Our laboratory is equipped to track tumour-immune interactions at the single cell level. The LIPSTIC system—Labeling Immune Partnerships by SorTagging Intercellular Contacts—is used to unravel the cellular communication within the tumour microenvironment, concentrating on the interactions between tumour cells and immune cells, as well as between different antigen-presenting cells and T cells
Requirements: PhD in immunology, cancer biology, molecular or cellular biology or in the final stages of PhD submission Good knowledge and experience in immunology and/or tumor biology and/or molecular or cellular biology

Duties: Pricing of individual risks in collaboration with underwriters; Preparing and communicating results to underwriters; Continual improvement of existing processes to enhance efficiency, accuracy, and transparency; Assisting in developing and maintaining risk databases for internal monitoring; Liaising with other areas of the business as required; Developing good working relationships with the underwriters
Requirements: A PhD or stand-alone Master’s in a numerate discipline would be advantageous; Excellent academic background of a technical/mathematical nature; Educated to degree level with a 2: 1 or higher; Either excellent Excel skills or experience with programming languages such as VBA, R, Python, or C++

Duties: Lead/support the development and enhancement of efficient tool kits and infrastructure for the Actuarial Pricing Function, to enable business critical delivery of Business Plan and Underwriting Risk Parameterisation for the whole of EMEA across all lines of business. Liaise with all Pricing Actuaries and other key stakeholders to ensure tools are fit for purpose. Engage and co-ordinate the support of other functions such as IT, BI and Finance to ensure seamless delivery; Collaborate with multiple stakeholders (pricing actuaries, finance, reinsurance, reserving actuaries, cat modelling team etc) to build the annual plan and strategic plan; Contribute to the success of Chubb by delivering timely, accurate and insightful management reports to the Senior Executive Team
Requirements: Strong numerical and analytical capability. Ability to understand and grasp the nuance of numerical processes quickly, suggest and implement solutions; Practical knowledge of MS Office Suite including VBA macros. Self starter/ability and interest to pick up and work with new technology/applications with ease. Working knowledge of Alteryx, R, SQL, Dataiku is a plus; Good organisation skills and ability to deliver to tight timescales/run with projects independently; Adaptable to change and happy to take on a challenge, comfortable working in a dynamic environment with regular changing requirements

Duties: The successful candidate will develop epidemiological models to understand the risks and benefits of introducing maternal respiratory syncytial virus (RSV) vaccination in low- and middle-income countries. A new maternal RSV vaccine has been developed that has the potential to save the lives of infants from dying from RSV, but which may be potentially linked to a higher risk of preterm birth. This work will inform guidance from WHO about whether to use the vaccine
Requirements: A postgraduate degree, ideally a doctoral degree, in a relevant topic; Relevant experience in mathematical modelling, health economics, epidemiology, statistics or another relevant discipline with a strong quantitative component; Experience in a relevant computer programming language, preferably R

Duties: Implement and integrate derivatives pricing models in the existing in-house FX/Commodity/Credit C++ derivatives pricing libraries; Improve accuracy and performance of existing market data models; Improve accuracy and performance of existing pricing engines; Document and communicate findings to internal and external clients as necessary
Requirements: Prior experience on FX derivative pricing models; Masters degree in a technical discipline (mathematics, finance, physics, engineering, or similar field); Proven C++ experience; Demonstrated knowledge of numerical techniques employed in derivatives pricing models (Monte Carlo, PDE methods often used in calibration and pricing, analytical); History of team collaboration and comfort in a multi-developer environment with a facility for interacting with quants, IT groups and product managers