42 Permanent Market Risk Jobs in England

Senior Business Analyst – Global Risk Analytics 6-month contract London/Hybrid Up to £796.28 p/d Umbrella If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the … Quality for downstream processes and the delivery/implementation of process and policy improvements. Particular expertise required: Familiarity with regulatory requirements related to Credit Risk and Rating Systems and ideally Parental Support Rating Systems Experience of delivering change within a Data Programme and dealing with large volumes of data … Good presentation and interpersonal skills Ability to hold requirements workshops, Working Groups, training sessions as required Ability to develop and execute test plans Global Risk Analytics (GRA) is a part of HSBC’s Global Risk Function which provides solutions using analytics, tools, and models to identify, measure and more »

trading desk Conduct Independent Price Verifications (IPV) Complete exposures reporting for trader to enable informed decision making Work closely with the trading team and market risk, maintaining clear communication to ensure efficient performance Perform monthly IFRS9 revaluations and differences report Support the desk reporting process Contribute to the … and improvement of reporting capabilities Maintain Product Control reporting frameworks in line with internal and external policies Requirements: 2+ years in product control/market risk/middle office role Competent doing PnL reporting Experience using VBA, Python and SQL is ideal Experience working in the energy/ more »

consultation responses and, where relevant, submissions to regulators. Preparation of policy interpretations and opinions. Preparation of regulatory submissions to the regulator. Global and regional Market Risk Functions, Traded Risk Senior management team, GRA Regional Heads and regional Policy leads. Finance – Group Regulatory Policy and Regulatory Reporting teams. … Regulatory bodies – in particular the Prudential Regulatory Authority supervisory and modelling teams. Work together with business experts from the Traded Risk teams and stakeholders to develop appropriate regulatory opinions and policy solutions. Provide leadership to regions on providing regulatory guidance and policy opinions, including clear communication of the latest … regulatory developments to stakeholders from Front Office, MSS, etc. The role holder will be expected to work with regional policy leads and Group Traded Risk teams to develop and communicate solutions to address rule changes or answers to specific policy questions and/or regulatory requirements. Develop consistent policy more »

Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic … capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB … ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other roles Danos more »

are seeking aCredit Analyst/Portfolio Analyst Infrastructure/Project Financeto work with them on a permanent basis. My client issues bonds into the market to raise money to lend for infrastructure projects. They need someone with advanced excel and modelling skills. The Responsibilities of a Portfolio Administrator Will … Include: Continuously monitor the development of individual portfolio transactions, perform Market/Sector research and analysis and inform management as well as client of any material developments on a portfolio of (mostly) performing loans. Regular (at least annual) analysis of key risks including financial risk, operational risk, off- taker/supplier/guarantor risk, country/regulatory risk and market risk. Preparation of robust and concise internal credit papers Review/update of cash flow models. Prepare internal ratings. Preparation of client off colour and watch-list reports discussing trends, remedies, progress, future more »

The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by the bank in EMEA. This includes, among others, risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and … Front Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board MAIN PURPOSE OF THE ROLE Independent model validation of quantitative methodologies, both initial … and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc. ) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger models. more »

look to develop deep linkages with our clients and help clients make best usage of our products in the context of their investment or risk process and their business goals. The individual will be responsible for supporting a suite of our Analytics Products. This will involve sharing best practices … explaining risk models applied to multi asset class portfolios and partnering with the sales team to provide expertise in client engagements and pre-sales activities. Successful candidates will have a thorough knowledge of market risk measurement and management, pricing of asset types (including equity, fixed income, commodities … relationships within our regional client base; implement strategic plans to ensure client retention. Develop expertise in MSCI products and models as well as latest market trends and regulatory landscape to provide clients with Best Practices guidance. Identify opportunities to increase client usage of our products and identify new users. more »

My client, a boutique Mayfair Hedge Fund, are seeking a talented Risk Developer, strong in Python, to join their London office and report directly to the CRO. With a consistent track record of positive returns across their fund and substantial growth in Assets under Management (AuM), the firm is … actively seeking an experienced and dynamic Risk Developer to join their team. In this role, you will collaborate closely with the CRO on diverse projects, with your responsibilities encompassing the build out and maintenance of a proprietary risk infrastructure written in Python and SQL, as well as the … creation of new databases for risk and profit & loss (PnL) analysis. They are seeking experienced candidates (7+ years of experience) who possess strong programming skills in Python and Power BI and have a solid understanding of market risk, VaR analytics and exposure calculations. This role offers a more »

Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of market risk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »

working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and market risk, capital models, AI models, etc.), adhering to regulatory standards and industry benchmarks. The validation process often necessitates an independent deployment of the … or a relevant area, professional coding ability in Python and around 5 years experience in either model development or validation across either pricing or risk modelling. more »

Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of market risk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »

successful candidate will work on single stock equities, FX, futures, commodities, and cryptocurrency. They will maintain and enhance the internal models used to measure market risk. Requirements: Extensive understanding of core .NET/Object programming principles 2-5 years commercial experience with C# Experience using SQL is desirable Ability more »

successful candidate will work on single stock equities, FX, futures, commodities, and cryptocurrency. They will maintain and enhance the internal models used to measure market risk. Requirements: Commercial C# experience required SQL experience is desirable Mathematical background Benefits: Competitive salary and bonus scheme Hybrid working (3 days a week more »

Data Engineer - Azure Databricks CONTRACT - London (Hybrid) Data warehousing - Trading - Credit/Market Risk Harrington Starr is working with a leading Energy trading firm in London on an initial 6-month contract for a market-leading project. The project is signed off and they are looking to more »

Job Description Join one of the world's leading international banks as they expand their in-business risk team focused on portfolio optimisation. We are currently seeking an Assistant Vice President (AVP) level candidate to specialize in securitised products, encompassing both agency and non-agency MBS, along with other … desk heads, and top-tier executives within the organization. As a strategic advisor, you will influence both short-term tactical maneuvers and long-term risk management approaches. Our London team operates across various asset classes and product lines, reflecting the diverse nature of their business. As representatives of this … a Director and the Head of Portfolio Optimization, both based in London with global oversight. Ideal candidates will possess a proven track record in Market Risk roles, with demonstrated expertise in both Agency and Non-Agency MBS. Please note that visa sponsorship is not available for this position. more »

Prudential Reporting function, at a time when the team is expanding its remit. The team is responsible for submitting regulatory reporting across balance sheet risk types; such as capital, liquidity, and market risk. The primary goal of the team is to produce complete, accurate and timely reporting. The … also find out more about our approach to hybrid working here. What you'll be doing This role will sit in one of three risk reporting sub-teams (capital, liquidity and market), depending on the candidates experience. The role will report to a Senior Consultant in that sub more »

Prudential Reporting function, at a time when the team is expanding its remit. The team is responsible for submitting regulatory reporting across balance sheet risk types; such as capital, liquidity, and market risk. The primary goal of the team is to produce complete, accurate and timely reporting. The … also find out more about our approach to hybrid working here. What you'll be doing This role will sit in one of two risk reporting sub-teams (capital and liquidity), depending on the candidates experience. The role will report to the Senior Manager in that sub-team. You more »