Model Risk Quant

Quant Market Risk ManagerHybrid 4 days per week£130,000 plus 30%Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This...

Quant Market Risk ManagerHybrid 4 days per week£130,000 plus 30%Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This...

Quant Risk ManagerHybrid 3 days per week£140,000Quant Capital is urgently looking for a Quant Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world.You will be joining a very...

Senior quant model developerHybrid6 months ContractLondonPurpose:We're looking for a Senior quant model developer for a major UK bank to focus on the IBOR migration project. Our team works closely with both Front Office and Risk quants to generate historical scenarios for all Risk Free Rate curves.Main Responsibilities: Endtoend model development of the RFR...

Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC) London & New York Ref: RQD-2110 Total to £225K + Benefits Large Hedge Fund / Investment Manager Market Risk models & tools (Sensitivities, Stress, VAR) with C#, Python, SQL This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York. Reporting to the Head of...

Credit Scorecard Manager £120,000 Plus 10% Bonus Remote Working 2 days per month in the office Quant Capital is urgently looking for a Credit Risk Manager to join our high profile client. My Client is a well known global (yet not too corporate) financial software (fintech) business that has developed a unique proprietary front office lending solution....

Quant Risk Developer | Outside IR 35 | London Position Overview: We are seeking an experienced Quantitative Risk Developer with a strong background inData Engineering, AWS and risk analytics. The ideal candidate will have expertise in developing and implementing quantitative models and algorithms to assess and mitigate investment risks across various asset...

Quant Analyst - Front Office - LondonAre you a Quant Analyst looking for a new role working on Derivatives pricing models?My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.You will be developing and benchmarking derivative pricing models used for valuation & risk,...

Senior Quant Developer - Permanent - Up To £130k + Excellent Benefits - Hybrid/LondonOverview:A leading financial services organisation is looking for a highly experienced and skilled Senior Quant Developer to join their team in London. As a key member of their quantitative development team, you will be responsible for the design, development, and...

Pension Insurance Corporation is recruiting this spring for a Quant Strategist, who will be responsible for developing, maintaining, and enhancing the key quantitative models within the ALM team at Pension Insurance Corporation. This includes the hedging infrastructure and the portfolio optimization tools used within the team.The ALM team comprises...

The Advisory and Consulting Service Line is a rapidly growing, award winning global group of successful teams working together to present a go to market differentiator whilst delivering the quality of work for our clients.Due to the continued growth of our FS Risk Consulting Department, we are looking for a Credit Risk Quantitative Manager to join the...

London Ref: QDRE-2807 Total to £225k + Benefits (Hybrid working) Our client, a leading global Investment Bank, trades across the world's most dynamic markets with a reputation for state-of-the-art technology. They now seek an experienced Quant Dev to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and...

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and...

We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified through those activities. Experienced in reporting of model risk...

Market Risk Quant Developer - Systematic FundOur client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk.This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk, working side by side with the Quant Researchers within...

Market Risk Quant Developer - Systematic Fund Our client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk. This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk, working side by side with the Quant Researchers...

Job Title:Model Risk ManagerJob PurposeThe Model Risk Manager is a member of the Model Risk Management Team at ICE Clear Europe ('the firm'), a second line risk function, which facilitates setting risk boundaries and provides independent risk oversight to the business. It is proactive in identifying, assessing and independently escalating risks when...

Pension Insurance Corporation is recruiting this spring for a Quant Strategist, who will be responsible for developing, maintaining, and enhancing the key quantitative models within the ALM team at Pension Insurance Corporation. This includes the hedging infrastructure and the portfolio optimization tools used within the team. The ALM team comprises...

Market Risk Quant Developer - Systematic FundQualifications, skills, and all relevant experience needed for this role can be found in the full description below.Our client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk.This will be a deeply technical role,...

Job Summary London Permanent JN Jan 09, 202 CompetitiveJob Description:Global investment bank seeks an AVP level Quant Analyst as part of its expanding Market risk Analytics team responsible for the Market Risk models that support VAR/IRC and related capital metrics.Risk Analytics Group is a specialized area in the Risk Department with the team head...