Market Risk
13 hours ago
Job Title Market Risk / CCR Quant Analyst - AVP/VP Level - Consultancy Overview measurement, modelling, and regulatory compliance, contributing directly to their strategic decision‑making progress. Responsibilities Lead small and large multidisciplinary engagements and manage client relationships, providing advanced quantitative analysis and modelling to address complex market risk challenges. Develop, validate and implement quantitative risk models, including cVaR, CCR and xVA. Provide thought leadership in quantitative methodologies and regulatory requirements (e.g., Basel III/IV, FRTB), derivatives pricing techniques and industry best practices. Lead project teams, mentor and supervise junior team members, and ensure high‑quality delivery. Support business development initiatives, including identifying new opportunities and developing proposals. Qualifications Minimum 3‑8 years of relevant experience in quantitative modelling, market risk management, derivatives pricing or risk advisory within financial services. Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g., Python, R, C++). Excellent analytical and problem‑solving skills with the ability to translate complex quantitative concepts clearly to non‑technical stakeholders. What We Offer A dynamic, collaborative, inclusive work environment. Opportunities to work with leading global financial institutions on challenging and impactful projects. Continuous professional development with tailored training and mentorship. Diversity, Equity & Inclusion At Forvis Mazars diversity, equity and inclusion are central to our values. We value our people’s unique backgrounds, perspectives and experience, and know this diversity creates better outcomes for our clients. We seek to attract, develop and retain the best talent, inclusive of sex, ethnicity, disability, socio‑economic background, sexual orientation, gender identity, nationality and faith. We select candidates based on skills, knowledge, qualifications and experience and aim to support all our team members to reach their potential. About Forvis Mazars Forvis Mazars is a leading global professional services network providing audit, assurance, tax and advisory services. In the UK it spans 14 offices and has over 3,400 professionals, with 190 partners. We have a clear purpose and a shared commitment to shape a better future. You’ll join a collaborative and inclusive team where you’re supported to grow your skills, explore new opportunities and contribute from day one. You’ll work with a diverse client base, develop meaningful connections and gain experience that extends beyond your local team. Together we grow, belong and impact. #J-18808-Ljbffr
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Client Facing
1 week ago
City Of London, United Kingdom Validus Risk Management Full timeDirect message the job poster from Validus Risk Management About the Market Risk Solutions Team at Validus Based in London, the Market Risk Solutions team provides specialist front, middle and back office outsourced services for our client base of private capital managers, institutional investors and corporate clients. This involves: Risk identification and...
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Quant Model Risk Associate
2 weeks ago
City of Westminster, United Kingdom JPMorgan Chase & Co. Full timeDo you want to join the team which makes a difference in a bank? Financial institutions routinely use models for a broad range of activities including credit underwriting, valuing financial instruments, measuring and managing risk, assessing the adequacy of reserves and capital resources, and many other applications. Model Risk arises from the potential...
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Market Risk Strats, Equities Risk, VP, London
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City of Westminster, United Kingdom Goldman Sachs, Inc. Full timeMARKET RISK STRATS, RISK, VICE PRESIDENT We are currently seeking experienced candidates for the position of Vice President in Market Risk Strats team within the Risk Division to lead Equities Market risk Strats. The Market Risk Strats team is a multidisciplinary group of quantitative experts focusing on market risk and capital models. Responsibilities...
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Quant Model Risk Associate
2 weeks ago
City of Westminster, United Kingdom JPMorgan Chase & Co. Full timeA global financial services leader is seeking a Quant Model Risk Associate - Market Risk to evaluate market risk models and ensure appropriate usage in business contexts. The ideal candidate will possess an advanced degree in a related field, strong analytical abilities, and experience with Python programming. This role will involve assessing model...
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Senior Market Risk Quantitative Analyst
2 weeks ago
City of Westminster, United Kingdom London Stock Exchange Group Full timeSenior Market Risk Quantitative Analyst Posted: 27/11/25 Recruiter: London Stock Exchange Group Reference: 3034979270 Type: Permanent Salary: Competitive Location: London A leading financial services provider based in London is seeking a Quantitative Risk Senior Analyst to join their Market Risk team. This role is crucial for monitoring and assessing risks...
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Regional Marketing Manager
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City Of London, United Kingdom Origami Risk Full timeJoin to apply for the Regional Marketing Manager role at Origami Risk As the Regional Marketing Manager, you will be responsible for shaping strategy and driving execution of regional go-to-market programs. This role combines high-level planning with hands-on delivery, ensuring that initiatives align with broader business objectives while translating into...
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City of Westminster, United Kingdom London Stock Exchange Group Full timeA leading financial services provider in London is looking for a Senior Market Risk Quantitative Analyst to join their Market Risk team. This position involves monitoring risks across clearing services and requires candidates to have a Master's degree in a quantitative field as well as substantial experience in quantitative risk analysis. Join a dynamic team...
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VP, Equities Market Risk Strats — Quant Leader
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City of Westminster, United Kingdom Goldman Sachs, Inc. Full timeA global investment banking firm in the UK seeks a Vice President for its Market Risk Strats team. The role involves developing and maintaining market risk models specifically for Equities, implementing robust analytics, and leading a team of quantitative analysts. Candidates should have strong quantitative skills, a PhD or relevant experience in a...
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Quantitative Risk Developer, Credit
2 weeks ago
City of Westminster, United Kingdom European Bank for Reconstruction and Development Full timeA leading international financial institution based in the United Kingdom is seeking a Quantitative Developer to model and analyse portfolio risk. The role requires strong quantitative skills in financial modelling and statistics, as well as the ability to communicate effectively across various teams. Ideal candidates will have significant experience in...
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Senior Market Risk Quant – CCR/xVA, Basel Expert
10 hours ago
City of Westminster, United Kingdom MAZARS LLP Full timeA leading professional services firm in the UK is seeking a Market Risk / CCR Quant Analyst at the AVP/VP level. The role entails leading engagements, managing client relationships, and developing quantitative risk models. Candidates should have 3-8 years of experience in quantitative modelling or market risk management, with skills in derivatives pricing...