Risk - Market Risk Jobs

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Enterprise-wide Risk Manager & Balance Sheet Stress (AVP, VP), Copenhagen

Exceptional package & relocation where appropriate

We seek an Enterprise-Wide Risk Manager for a leading Banking Group.  Part of Balance Sheet Management, the ERM team ensure a holistic view of all risk types across the bank and work closely with the 2nd LoD risk, Group Treasury and other business areas.  You will be involved in enterprise-wide stress testing exercises and driving the analysis of the bank’s risk

Equity Derivatives Desk Strat (VP)

To £140k base, plus Front Office Bonus, plus Benefits

This top investment bank seeks a front office Strat to develop tools for pricing, calibration, market analysis, back testing, booking and workflow automation as part of a global Strat team within the Equity Derivatives trading business. These tools support the full spectrum of flow to exotic equity derivatives products so a strong working knowledge of derivatives pricing and key business

Senior Quantitative Balance Sheet Risk Manager

Copenhagen or Helsinki
Exceptional package & relocation where appropriate.

We seek a Senior Balance Sheet Risk / IRRBB Quantitative Risk Manager for a leading Banking Group. As part of the Balance Sheet Risk Management team one of your key tasks will be to combine data sources to for deep risk analysis for the overall risk profile of the Bank. You’ll need strong balance sheet risk experience to understand

Front Office Quant Strat, Risk & Capital

City of London
Exceptional Package plus Front Office bonus

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.


Front Office Quant Strat, FRTB Portfolio Risk Analytics (VP-ED)

Key role with truly Excellent Package plus Front Office bonus

The Front Office Analytics Strat team at this Tier-1 Investment Bank provides expertise in quant analytics, modeling, pricing and risk with strong system architecture and programming. They now seek a Quant Developer to help build the FRTB part of a new strategic analytic platform for pricing and risk across Rates/FX/Commodities/Credit 


  • Analytics development in C++ & Python for large FRTB build -

Lead Market Risk Business Analyst (VP), Singapore

To SGD 200K + Benefits

A fantastic role has arisen within a leading Investment Bank in Singapore.  As the Lead Market Risk Business Analyst, you will be part of the delivery team for Credit Trading Market Risk processes. You will be involved in the qualitative development of internal market risk models, defining risk factors, understanding model limitations, risk exposures, and the impacts of methodology changes.


Lead Front Office Divisional Strat (VP-Dir)

Truly Excellent Package plus Front Office Bonus

The Front Office Divisional Strats group at this top-tier Investment Bank works across various functions including Risk & Finance, Sales & Trading, and technology implementing solutions globally. Responsible for cross-business issues such as model risk, trade capture, fair valuation, Day 1 P&L and Level 3 assets, product governance and trading and client controls.
They now seek a Lead Strat for Observability

Snr Equity Derivatives Quant Analyst (Director)

Package circa £300k, London

Fantastic opportunity for an experienced Equities Quant Analyst to join a top-tier investment bank and work on the modeling of equity linked cash and derivative products working closely with trading and structuring teams.

The bank combines world-class research with trading and structuring expertise to clients across a wide range of markets, products and regions. The Pricing & P&L Library supports the

Senior Market Risk Quant (VP)

£££ Highly Competitive Salary Package including excellent bonus

Our client, a leading Investment Bank, seeks a senior quant for their Market Risk Analytics group in London. The group define the methodologies for market risk metrics (e.g. VaR, Expected Shortfall) and lead the market risk model infrastructure and regulatory compliance.

They seek a quant with strong market risk models experience to develop market risk models under FRTB and embrace the