Quantitative Risk Management Specialist

3 weeks ago


London, Greater London, United Kingdom Marex Spectron Full time

Marex Spectron offers a challenging role for a Quantitative Risk Management Specialist, focused on model risk management, pricing methodology and quantitative model development.

Job Summary

This position involves contributing to the development of the Model Risk Management framework, performing independent validation of Front Office Analytics libraries and models, and producing high-quality quantitative analysis and model validation documentation.

Key Responsibilities
  1. Develop and maintain complex financial models, focusing on model risk management and pricing methodology.
  2. Validate Front Office Analytics libraries and models for equities, FX, Credit and commodities.
  3. Enhance the risk management infrastructure through data transformation and coding.
  4. Develop and implement tactical & strategic risk tools to provide analysis and reporting capabilities.
  5. Build and maintain historic data sets across price and implied volatility surfaces.
Requirements

We seek a highly skilled Quantitative Risk Management Specialist with:

  • Strong quantitative and analytical skills, including Stochastic Calculus, Stochastic Processes, Numerical Analysis and Derivative Pricing.
  • Excellent programming knowledge using object-oriented programming languages.
  • Proficiency in creating well-structured documents using scientific typesetting software.
  • A Master's degree/PhD in Maths, Physics, Engineering, Quantitative Finance, Computer Science or related field.

The ideal candidate will have relevant experience in exotic options, structured products and hybrid structures, as well as knowledge of machine learning techniques.



  • London, Greater London, United Kingdom Deutsche Bank Full time

    Job Title: Quantitative Risk Management SpecialistLocation: London, United KingdomEstimated Salary: £80,000 - £100,000 per yearAbout the Role:We are seeking a highly skilled Quantitative Risk Management Specialist to join our team in London. As a key member of our Model Validation team, you will be responsible for reviewing and validating pricing models...


  • London, Greater London, United Kingdom Millennium Global Treasury Services Ltd Full time

    Company OverviewMillennium Global Treasury Services Ltd is an independent currency investment management specialist with significant assets under management. The company provides execution and hedging services via its unique technology-driven FX-as-a-Service offering.The RoleWe are seeking a highly skilled Risk Analyst to contribute to our group-wide risk...


  • London, Greater London, United Kingdom Goldman Sachs Group, Inc. Full time

    Job SummaryAs a Quantitative Risk Management Specialist at Goldman Sachs, you will work in close collaboration with traders and sales teams to provide valuable quantitative perspectives on complex financial challenges. This role involves implementing automated hedging algorithms and building frameworks to manage risk centrally across asset classes using...


  • London, Greater London, United Kingdom MSCI Inc. Full time

    Job Title: Quantitative Risk SpecialistAbout MSCI Inc.We are a leading provider of critical decision support tools and solutions for investment professionals around the world. Our mission is to help clients make informed investment decisions, mitigate risk, and maximize returns.Compensation PackageThe estimated salary for this position is $120,000 per year,...


  • London, Greater London, United Kingdom caia - Jobboard Full time

    Key ResponsibilitiesThe successful Quantitative Market Risk Specialist will oversee the resourcing of the market risk activities and processes, managing, training, developing, coaching and mentoring junior members of the Market Risk Team.You will also use a quantitative approach and analysis to support the risk control team on its methodologies, including...


  • London, Greater London, United Kingdom MillTechFX by Millennium Global Full time

    Job Description:We are looking for a skilled Risk Analyst to join MTCFX by Millennium Global. As a member of our team, you will play a crucial role in developing our Market Risk, Portfolio Risk, Credit Risk, and Operational Risk analysis capability.Estimated Salary:$130,000 - $190,000 per yearAbout You:We are seeking a highly motivated and detail-oriented...


  • London, Greater London, United Kingdom Millennium Management, LLC Full time

    We are seeking a skilled Quantitative Risk Analyst to join our EMEA Equities Risk team at Millennium Management, LLC. In this role, you will be responsible for designing, reviewing, and maintaining Portfolio Manager (PM) risk limits, conducting risk, performance, and stress analyses, and refining and improving the Firm's risk processes, systems, and...


  • London, Greater London, United Kingdom MSCI Inc. Full time

    About MSCI and the RoleMSCI is a leading provider of index solutions, ESG and climate products, as well as risk management services. We are seeking an experienced Quantitative Risk Management Specialist to join our team.The successful candidate will have a strong background in risk management, with experience working with investment decision-making teams....


  • London, Greater London, United Kingdom Millennium Global Treasury Services Ltd Full time

    Job SummaryWe are seeking a highly skilled Quantitative Risk Specialist to join our team at Millennium Global Treasury Services Ltd. The successful candidate will contribute to the development of market risk, portfolio risk, credit risk, and operational risk analysis capabilities.


  • London, Greater London, United Kingdom Goldman Sachs Group, Inc. Full time

    Job OverviewIn the Controllers division of Goldman Sachs Group, Inc., you will play a crucial role in designing and implementing solutions to manage financial risks. As a Quantitative Risk Specialist, you will develop advanced quantitative models to calculate profit and loss (P&L), independently verify valuations, measure and optimize capital, balance sheet,...


  • London, Greater London, United Kingdom The FISER Group Full time

    At The FISER Group, we are seeking an experienced Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will be responsible for conducting rigorous assessments of Internal Ratings-Based (IRB) models.The estimated salary for this position is approximately $120,000 - $180,000 per annum, depending on location and...


  • London, Greater London, United Kingdom Eames Consulting Full time

    A leading Lloyd's syndicate is seeking an experienced Quantitative Risk Management Specialist to join their team focusing on enterprise risk management and validation.This role involves producing key risk information for internal and external stakeholders, supporting risk management analysis, strategic projects, and the ORSA process. Additionally, it...


  • London, Greater London, United Kingdom Inventum Group Full time

    Job Title: Quantitative Market Risk SpecialistOverviewWe are seeking a highly skilled Quantitative Market Risk Specialist to join our team at the Inventum Group. This role will involve developing and implementing market risk models, tools, and dashboards to improve risk monitoring and reporting.Key Responsibilities:Develop and implement market risk models,...


  • London, Greater London, United Kingdom BestForexBonus Full time

    Job Summary:We are seeking a highly experienced Quantitative Risk Manager to join our team at BestForexBonus. As a Quantitative Risk Manager, you will be responsible for developing and implementing quantitative risk management models and strategies.Key Responsibilities:Designing and implementing quantitative risk management models to estimate potential...


  • London, Greater London, United Kingdom BWD Search & Selection Full time

    BWD Search & Selection is seeking a highly skilled Quantitative Risk Specialist to join our client, a well-regarded international bank in London. As a Market Risk Model Validation Senior Analyst, you will be responsible for undertaking critical review and challenge the bank's use of models quantitative tools and technical analysis.With a strong background in...


  • London, Greater London, United Kingdom Mason Blake Full time

    Investment Risk TeamWe are seeking an experienced Risk Reporting Analyst to join our Investment Risk team in the investment management sector. The successful candidate will be responsible for supporting the end-to-end risk reporting activity, running the day-to-day operations of the risk management function, and creating audit reports.About the RoleThe Risk...


  • London, Greater London, United Kingdom The Emerald Group Full time

    Risk Management Expert Wanted:The Emerald Group is seeking a highly experienced actuary to fill the position of Quantitative Risk Specialist. As a senior member of our team, you will be responsible for developing and implementing risk management strategies that align with our company's goals.Key Responsibilities:Design and implement risk modelsAnalyze and...


  • London, Greater London, United Kingdom Goldman Sachs Full time

    **About the Role**We are seeking a highly skilled Quantitative Risk Specialist to join our team in London. As a key member of the Risk Engineering group, you will play a crucial role in delivering critical regulatory and risk metrics & analytics across risk domains.The estimated salary for this position is £120,000 - £180,000 per annum, depending on...


  • London, Greater London, United Kingdom CME Group Full time

    Career Opportunity: Financial Modeling ExpertCompany Overview:The CME Group is a leading provider of global derivatives marketplaces. Our company provides the marketplace where our customers can buy and sell financial instruments.Job Description:We are seeking a highly skilled Quantitative Risk Manager to join our CME Clearing Quantitative Risk Management...


  • London, Greater London, United Kingdom Proofofsearch Full time

    We are looking for a highly skilled Quantitative Risk Modeling Specialist to join our team at Proofofsearch. As a key member of our quantitative team, you will be responsible for maintaining data integrity for reliable analysis, building predictive models and machine-learning solutions, and analyzing structured and unstructured data from multiple...