Quantitative Market Risk Manager

2 days ago

London, United Kingdom eFinancialCareers Full time

**The Market Risk Manager will perform the following Duties;**
- The risk manager will be responsible for identification of key markets related risk issues for London activity setting market risk limits, reviewing new products, assisting with key regulatory initiatives, managing the development of key risk system infrastructureand communication/elevation of key issues in order to maintain credit markets risk management of the highest possible standards.
- Demonstrate outstanding leadership and management skills with respect to direct reports, as well as MRM and Fixed Income markets focused personnel in other support areas.
- Establish a very strong partnership with front office business management, credit risk management, capital management, regulatory finance, the quantitative model review group & IT whilst maintaining the ability to question and contest as necessary.
- Management of the annual market risk limit review for Fixed Income business lines
- Oversight / delivery of stressed VaR for Fixed Income business lines
- Provision of market risk management information to senior management as necessary to enable decision making with regards to positions
- Provide management with expert advice on market risk and VaR related regulatory charges and controls
- Implementation of systems strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions.
- Reviewing new products and structures to identify all material market risks and ensuring effective controls surround these to ensure appropriate risk management occurs during their life cycle
- Development of stress testing scenarios, reverse stress testing and the stress testing platform
- Oversight of the market risk monitoring processes with respect to market conditions, regardless of whether close or in excess of limits, and escalation of any identified inappropriate activity to senior management.
- Oversight/ delivery of FRTB for Fixed Income business lines
- Demonstrate compliance with all relevant internal and external rules, regulations.

**The Market Risk Manager will have the following expeirence**;
- 8-10 years+experience in either Market Risk or Trading
- Very strong technical understanding of market risk calculation and aggregation
- Preferably hold an international financial/risk accreditation e.g. CFA, FRM, PRM
- Strong quantitative and/or business related university qualification
- Solid experience in Market Risk Management and / or Fixed Income Trading
- Outstanding in depth knowledge of Rates and/or Credit markets and products,
- Outstanding communication and interpersonal skills
- Strong quantitative skills i.e. derivative pricing, VaR methods, market data analysis
- Strong technical skills (VBA, SQL, Matlab, C++ etc)
- Fixed Income markets savvy
- Ability to understand and interpret complex business requirements
- Ability to prioritize competing demands
- Negotiation and conflict resolution capacity

  • Quantitative Analyst

    2 weeks ago

    Greater London, United Kingdom Validus Risk Management Full time

    Quantitative Analyst We are looking for a Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios. As part of a growing quantitative team—alongside...

  • Quantitative Analyst

    1 week ago

    London, United Kingdom eFinancialCareers Full time

    WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...

  • Quantitative Researcher

    4 days ago

    Greater London, United Kingdom Validus Risk Management Full time

    We are looking for a Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios. As part of a growing quantitative team—alongside Quant Development,...

  • Quantitative Analyst

    2 weeks ago

    London, Greater London, United Kingdom Validus Risk Management Full time £60,000 - £80,000 per year

    We are looking for a Quantitative Analyst to join our Quantitative Research team.This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.As part of a growing quantitative team—alongside Quant Development, Quant...

  • Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom Validus Risk Management Full time £30,000 - £60,000 per year

    We are looking for a Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios. As part of a growing quantitative team—alongside Quant Development,...

  • Junior Quantitative Developer

    6 days ago

    London, Greater London, United Kingdom Validus Risk Management Full time £70,000 - £140,000 per year

    We are looking for aQuantitative Developerto join our Quantitative Development team. This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group—alongside Quant Research and Quant Strategies —you will play a key role in...

  • Junior Quantitative Developer

    2 weeks ago

    City Of London, United Kingdom Validus Risk Management Full time

    Direct message the job poster from Validus Risk Management We are looking for a Quantitative Developer to join our Quantitative Development team. This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group—alongside Quant Research...

  • Quantitative Research Associate

    1 week ago

    London, Greater London, United Kingdom Validus Risk Management Full time £60,000 - £120,000 per year

    We are looking for an Associate Quantitative Analyst to join our Quantitative Research team.This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.As part of a growing quantitative team—alongside Quant...

  • Senior Quantitative Risk Analyst

    1 week ago

    Greater London, United Kingdom LSEG Full time

    A leading global financial services provider is seeking a quantitative risk analyst to join their Market Risk team. The role involves monitoring risk models, reviewing methodologies for new products, and providing quantitative expertise. Candidates should have a strong background in quantitative analysis and risk management techniques and hold a master’s...

  • Quantitative Strategist

    1 week ago

    London, United Kingdom Deutsche Bank Full time

    **Job Title **Quantitative Strategist - Market Risk Strategic Analytics **Location **London **Corporate Title **Vice President/ Director Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and...