Risk - Market Risk Jobs

Click on a requirement listed below to view details in full:

Lead Front Office Divisional Strat (VP-Dir)

London
LDS-0602
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. They now seek a Lead Strat for Observability as applied to Levelling, Day 1 reserves and processes such as back-testing for IPV, capture and analysis of traded prices/quotes. The solution should

Snr Quant Dev, FRTB Portfolio Risk Analytics (VP, Dir)

London
QDFRTB-1412
Excellent Package including 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 

RESPONSIBILITIES:

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


Senior Market Risk Quant (VP)

London
SMRQ-2801
££ Highly Competitive Salary Package

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

XVA Market Risk Analyst (Assoc / AVP)

London
XVARA-1601
Circa £65k + Bonus + Benefits

A fantastic Market Risk opportunity has arisen within the market risk team at a leading European Investment Bank in London.  The role is responsible for XVA (valuation adjustments for derivatives portfolios) on the trading floor and, as the team is quite small, the role will be fairly quite broad with good opportunity to make your mark.

Key Responsibilities