37 Market Risk Jobs in London

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 »

to consumers across the globe and driving innovative products and solutions to drive power to the customer in more ways than one. Overview: The Market Data Platform team plays a pivotal role in ensuring our traders have access to accurate, real-time market data for informed decision-making. … In addition to the Market Data Platform, the team is responsible for Front Office Tooling around price publishing. The team also supports 400+ users and 40+ interfacing applications for all forward and settlement price requirements. Position Overview: My client are seeking a talented and versatile individual who possesses a … such as Trayport and Bloomberg, into existing systems and workflows. Integrate key applications within the system landscape. Ensure data accuracy and integrity within the Market Data Platform, working closely with front office, QA, market risk, product control and curves teams. Provide ongoing support and troubleshooting for Excel 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 »

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 »

evolving world of cloud, digital and platforms. Role purpose/summary Front-to-back support of Exadata platform being built for OneRisk application within Market Risk space. Platform will use brand new X10M database machines. Key Skills/requirements Unix OS management, including patches, upgrades, Cyber vulnerabilities remediation 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 »