Company: ROBERT WALTERS
Job Type: Permanent, FullTime
Salary: £60,000 - £90,000 per annum
Quantitative Traded Market Risk & Counterparty Risk The primary responsibility is to drive the design, implementation, and validation of quantitative risk models for complex traded products and portfolios, leveraging expertise in various asset classes and risk types.
Quantitative Traded Market Risk & Counterparty RiskThe Role The primary responsibility is to drive the design, implementation, and validation of quantitative risk models for complex traded products and portfolios, leveraging expertise in various asset classes and risk types.
Key accountabilities include:
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Leading the development and enhancement of advanced market risk models (including cVaR, CCR, xVA), to support full lifecycle risk management, pricing, and regulatory capital objectives.
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Overseeing rigorous model validation and independent review activities, producing robust technical documentation and actionable recommendations.
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Presenting and translating intricate quantitative findings to both specialist and senior executive audiences, supporting business-critical decision making..
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Staying abreast of industry trends and incorporating innovative quantitative techniques (AI/ML, Monte Carlo, etc.) into model development.
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Contributing to the continuous improvement of internal frameworks, risk governance, and control processes.
About You The successful candidate will bring:
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Experience in quantitative risk management, model development, validation, or related roles within banking, trading, or capital markets.
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Demonstrable expertise in market risk modelling, derivatives pricing, stochastic processes, and statistical/AI methodologies.
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Fluency with Python, R, and/or C++ for data analysis and model deployment.
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Strong understanding of regulatory frameworks affecting market risk, including practical experience with recent regulatory change programmes.
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Outstanding communication skills, with experience engaging senior stakeholders and simplifying complex technical information.
If you meet the above set criteria, please apply or send a copy of your CV to .
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
