1 to 4 of 4 Quantitative Risk Manager Jobs

Quant Market Risk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client. Our client is a well-known major global exchange. We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This sits within the Commodities Risk Team. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged … with complex risk problems. You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and risk more »

If you’re a self-motivated Risk Manager & Researcher; with a very strong quantitative background, plus experience of risk managing systematic investment strategies ; we’d love to hear from you. Our client is an active investment management firm who have an exciting opportunity for a Quantitative Risk Manager with good python skills and experience managing equity market neutral, high-frequency or short-term trading strategies. This is a permanent role based in London. A dynamic and friendly team offering a good work life balance and collaborative working environment. 3 days in the office … and possible visa sponsorship for the right candidate. This exciting opportunity will suit an individual with intellectual curiosity and an interest in working in Quantitative Research within a collaborative environment and be involved with research and development of new risk analytics. Key Responsibilities: Monitor and manage risk more »

Overview As a manager you will be responsible for managing a portfolio of projects and for the timely delivery of services. You will work closely and support Directors and Partners with engagements. You will be expected to contribute toward marketing and business development initiatives. You will be involved in … financial products (derivatives and cash based) across all asset classes that will include both contentious and non-contentious matters. Such engagements will also include risk related matters such as the modelling of default risk and calculating expected credit losses (ECL). You will also be involved in other … forms of quantitative/statistical advisory projects. Responsibilities Provide effective project management of valuation engagements from inception to completion. Deliver clear, succinct, and robust valuation reports that are fit for purpose and accessible to non-technical readers. Manage expectations and relationships skilfully through timely and appropriate communication. Provide effective more »

You’ll be joining our team of experts within the Quantitative Risk and Valuations Advisory, and you will be responsible for managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, model validation … offering contributing towards marketing and business development initiatives. You’ll be someone with Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas. Significant credit risk experience … robust solutions to real-world problems. Strong knowledge of mathematics and statistics as applied to finance and credit risk. Hands on experience in credit risk modelling or the valuation of financial products. A master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university. more »