London, England, United Kingdom Hybrid / WFH Options
Cboe Global Markets
Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage Join to apply for the Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage role at Cboe Global Markets Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage 1 day ago Be among the first 25 applicants Join to apply for the Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage role at Cboe Global Markets Title: Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage Job Description: Title: Global HeadofRisk and Market Analytics Sales, Cboe Data Vantage Location: Flex hybrid in Cboe office (NYC, Chicago, or London) Job Summary Cboe's Data Vantage business is seeking a highly motivated and experienced professional to join More ❯
by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range Headof Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix … City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for … the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative More ❯
Social network you want to login/join with: Headof Quantitative RiskAnalytics, london (city of london) col-narrow-left Client: Cornwallis Elt Location: london (city of london), United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views … Posted: 07.06.2025 Expiry Date: 22.07.2025 col-wide Job Description: Headof Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global … Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development More ❯
Social network you want to login/join with: Headof Quantitative RiskAnalytics, london col-narrow-left Client: Cornwallis Elt Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 07.06.2025 Expiry Date: 22.07.2025 col-wide … Job Description: Headof Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping More ❯
HeadofRiskAnalytics - Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty … Credit Risk (CRR) modelling function, as part of the wider global RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty … Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and More ❯
HeadofRiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty … Credit Risk (CRR) modelling function, as part of the wider global RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty … Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and More ❯
Headof Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European … Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty … Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and More ❯
This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description RiskAnalytics - Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the … RiskAnalytics group that partakes in model development over the full life-cycle of models: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities Develop and implement analytics for counterparty credit risk management. Build infrastructure to consolidate counterparty credit risk models across systems. Perform quantitative research to implement model changes, enhancements and remediations. Work with stakeholders across business and functional teams during model development process. Create tools and dashboards which can enhance and improve the More ❯