Risk Management Jobs

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Head of Liquidity Management (ED), Asset Management, London

City of London
HLM-2105
Up to £300k Total + Benefits

This truly outstanding alternative asset manager has nearly $80 billion across a range of Structured Credit & specialist Lending, High Yield, Private Credit, Special situations, etc. Their approach to credit selection is based on intensive fundamental research analysis, combined with active portfolio management to minimize credit losses. 

They now a seeks an experienced Liquidity Manager & Treasury specialist to be

Performance & Reporting Quant (VP), Real Estate Credit, Boston

Boston
PRQ-0705
Up to $250k Total + Benefits

This truly outstanding alternative asset manager has nearly $80 billion across a range of Structured Credit, CLOs, Loans, High Yield, etc., now seeks to hire an experienced to hire a Performance and Reporting Specialist, to join its Portfolio Analytics team and be responsible for analytics and reporting across the Firm, but to strong focus Real Estate Credit business.

Reporting to the

Portfolio Risk Analytics & Reporting VP, Large Hedge Fund, NYC

New York
PRAR-1104
Circa $300k USD total + Benefits

Hugely successful multi-strat Hedge Fund manages nearly $80 billion across a range of Credit & Real Estate strategies, now seeks to hire a quantitative risk manager for risk reporting, risk analytics and data management of one or more credit and/or arb strategies, including credit solutions, structured credit, middle market lending, convertible arbitrage, and risk arbitrage.  Working work closely with PMs,

Long-dated FX & Hybrids Quant (VP, Dir), London

London
LDFX-2002
£££ Excellent + Bonus + Benefits

This global investment bank, seeks to hire a VP Quant Analyst to join a small Front Office team supporting exotic FX & Rates trading (with some Equity). You will be involved in multi-asset modelling & pricing of Exotic Derivatives and Hybrids and building Front Office tools & applications and developing the quant model library in C++ & C#.  This is

Front Office FX Options Quant (VP), London

London
FOFXQ-2505
Total up to £260k + Benefits

The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge FX Options & Cross-Asset, hybrid products.

In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for FX, Equity, & Commodities and now have

Market Risk Models Quant, (VP, Snr VP), London

London
MRQ-1007
Up to £250k Total Comp

This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office VAR models and work closely with (as part of) the Front Office Quant group to provide modelling support for Interest Rate Vol & Curves modelling and associated VaR & Market Risk. models.  This is an excellent leadership opportunity to work on cutting edge models in a

Snr XVA-CCR Quant Analyst (VP), London

London
CCR-1811
Total to £240k + Benefits + Hybrid working

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  It is now seeking to hire a Senior Quant Analyst for the development of Counterpart Credit Risk (CCR) Models based in its London, Paris or Singapore hubs.

The team is responsible for a new Cross-asset

Snr Credit Quant (Flow & Structured), (VP), London

London
FCQA-1008
Total to £260k + Benefits

The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further develop their analytics for credit cash and derivative products and associated analysis tools to meet the needs of their Traders & Risk Managers.  This is a great opportunity to work with traders & quantitative peers in developing a range of Credit products in a

ECL Quant Analyst (VP), London

London
IFRS-1708
Total to £225k Total + Benefits

This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group to  covers valuation adjustments, from user tools, through library development, to overnight and intra-day runs.  The valuation adjustments cover both the Trading Book, e.g. CVA, and Banking Book, in particular Expected Credit Loss (ECL).  This is an excellent opportunity to join a growing institution

Pricing Models & Risk Engine Quants, (VP), London

Paris & London
MREQ-0903
Up to £220k Total + Benefits & Pension

This global investment bank, seeks to hire several Quant Analyst to join their Front Office team supporting FX & Equity Hybrids and Rates trading.  Depending upon your skills, you will be involved either in modelling & pricing of derivatives and tools (Equity/FX) or improving the Risk Systems and Risk Metrics (C++ & C#) or IBOR, SIMM modelling.  Areas where we require your quantitative expertise are

Front Office Quant Strat, Capital, FRTB (VP), London

London
RCQD-1008
Total up to £250k + Benefits

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

  • Development of a

Front Office Quant Developer, Risk Engines (VP), London

London
QDRE-2807
Total to £230k + 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 pricing systems as they replace the legacy valuation engine across asset classes. Youi will also assist in the deployment

Snr XVA Quant Analyst (VP), London

London
SQAX-2507
Up to £240k Total + Benefits

This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background in either XVA, Interest Rates, or FX, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the global XVA Library. The team is based on the

Performance & Reporting Quant (Snr Assoc), Loans, Credit, London

London
PRQ-0612
Excellent Package + Benefits

This large Credit Asset Manager, manages $50bn in Credit, Loans, Real Estate, etc., seeks to hire a Performance & Reporting Quant to join their new Portfolio Analytics team based in London, responsible for analytics & reporting with an initial emphasis on their Liquid Loans business.  You’ll assist in the implementation of new platforms, processes, & utilize your strong analytical &