26 to 50 of 145 Market Risk Jobs in England

days/week in office) Duration: 12-Month Contract We are looking for an experienced Murex Technical Consultant to join a major enterprise risk delivery team in London. You will play a pivotal role in a large-scale Murex upgrade while delivering critical enhancements across live Enterprise Risk … between current and target versions, drive regression testing strategies, triage defects, and help define the overall implementation path. Collaborate on cloud data migration initiatives. Risk & Pricing Enhancements: Deliver ongoing developments across MLC, Market Risk (PFE, CVA, VaR), and Trade Pricing (IRD, FXD, SCF). Technical Engineering: Build ...

EMEA Technology wide reporting, management of resourcing processes, management of asset processes and administration of wider planning processes including annual budget planning. The Risk & Pele Portfolio is part of the Project Promotion team which handle to deliver EMEA project within the planned schedule and budget. NUMBER OF DIRECT REPORTS0 … subject to wider project delivery requirementsMAIN PURPOSE OF THE ROLE To lead and oversee the delivery of Bank EMEA Risk Management projects within the Project Promotion Team. The successful candidate will be responsible for managing the end-to-end execution of risk management-related initiatives, ensuring projects align ...

seeking a senior Python Developer within Risk Technology to join a multi-year strategic initiative: the design and delivery of AI-enabled automation across the end-to-end quantitative model lifecycle, covering all market risk and credit risk models. This is a hands-on engineering role … program. You will design and build the tooling and services that power AI-assisted model documentation, automated model testing and validation workflows, large-scale risk data analysis, and model lifecycle management. You will work closely with quantitative analysts, model validators, data engineers, and the program leadership to translate workflow ...

recruit individuals who share our vision and values, and who have the motivation and commitment to help us move our business forward. The ETP – Risk Technology Department provides a full IT service to the Market Risk and Credit Risk areas of the MUS overseas subsidiary companies. … Credit Risk Analytics IT team is responsible for implementing and supporting systems for calculating and reporting Credit Risk across all locations. NUMBER OF DIRECT REPORTSTBCMAIN PURPOSE OF THE ROLE The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems ...

corporate and institutional clients in managing complex price, basis, and volume risks inherent in their operations and portfolios. The Opportunity As an In Business Risk Vice President for Commodities, you will serve as a critical first line of defense partner embedded directly within our trading and structuring businesses. This … traditional independent risk oversight role—you will work shoulder-to-shoulder with our front-office teams to proactively manage capital efficiency, regulatory compliance, and strategic risk optimization. This position offers the rare opportunity to combine deep quantitative risk expertise with commercial acumen, directly influencing trading strategy, capital ...

looking for State Street Markets is seeking a Market Risk Analyst to support Securities Financing activities, including Prime Brokerage and Securities Lending. The role is responsible for real-time portfolio risk oversight, margin governance, collateral adequacy, and risk-based decision making across hedge fund, broker …/Short, Credit, and Convertible Arbitrage. This position requires sound judgment, the ability to operate independently in a fast-paced environment, and confidence making risk decisions under pressure. Why this role is important to us The team you will be joining is a part of State Street Markets. ...

Quanteam UK are seeking a Risk IT .NET Developer to join a Credit Risk Analytics team responsible for designing, integrating and supporting Middle Office Risk systems, based in London. The team supports a third-party financial risk analytics simulation and pricing engine that provides cross-asset … coverage for calculating Credit Risk measures, distributed via Kubernetes with Python-based Coordinator and Job Runner components, and integrated into the wider technology estate through an in-house .NET based application layer. The underlying infrastructure combines Microsoft SQL Server, C#, Python and Microsoft Azure, and the team is engaged ...

enhance modern data solutions using Snowflake, AWS, Python and SQL , working with large-scale financial and historical data. The role sits closely with Market Data, Quant and Risk teams, with your work supporting areas including market risk analytics, VaR and stress testing. Key Responsibilities Build … solutions Integrate and manage large-scale financial and historical data Identify and resolve data quality and data integrity issues Work closely with Data, Quant, Market Data and Risk teams Ensure data solutions are scalable, reliable and auditable Key Requirements Proven experience in a Data Engineering/Data Development ...

enhance modern data solutions using Snowflake, AWS, Python and SQL , working with large-scale financial and historical data. The role sits closely with Market Data, Quant and Risk teams, with your work supporting areas including market risk analytics, VaR and stress testing. Key Responsibilities Build … solutions Integrate and manage large-scale financial and historical data Identify and resolve data quality and data integrity issues Work closely with Data, Quant, Market Data and Risk teams Ensure data solutions are scalable, reliable and auditable Key Requirements Proven experience in a Data Engineering/Data Development ...

enhance modern data solutions using Snowflake, AWS, Python and SQL , working with large-scale financial and historical data. The role sits closely with Market Data, Quant and Risk teams, with your work supporting areas including market risk analytics, VaR and stress testing. Key Responsibilities Build … solutions Integrate and manage large-scale financial and historical data Identify and resolve data quality and data integrity issues Work closely with Data, Quant, Market Data and Risk teams Ensure data solutions are scalable, reliable and auditable Key Requirements Proven experience in a Data Engineering/Data Development ...

Provide valuation, Profit & Loss (P&L), risk measurement, monitoring, and reporting across key trading activities Assess and explain drivers of P&L, positions, exposures, and associated risks Ensure outputs are accurate, timely, and aligned with risk frameworks, policies, limits, and controls Work with Front Office, Market Risk, Senior Management, and wider business stakeholders Provide analysis and commentary and escalation key risks or limit breaches Offer practical risk advice to support informed business decisions Strengthen the Product Control function through continuous improvement and automation Develop effective tools and processes using Excel, VBA, SQL, and Python Support ...

Credit Risk C# Engineering Lead London | Hybrid – 3 days per week in the office £140,000 – £160,000 + Bonus We are supporting a leading global investment bank in the appointment of a Credit Risk C# Engineering Lead to lead and shape their Credit Risk technology function … London. This is a senior leadership opportunity for an individual who combines deep Credit Risk expertise with strong technology leadership and architectural experience. The successful candidate will take ownership of the strategic direction, architecture and delivery of a global Credit Risk Analytics platform, working closely with senior stakeholders ...

Goldman Sachs in Birmingham, UK, is seeking a Software Engineer - Analyst to join the Market Risk Analytics & Reporting (A&R) group within Core Engineering. The role focuses on delivering regulatory and risk metrics across market risk using scalable workflows and robust data analytics. You will … work with Python and SQL for ETL and data analysis, develop BI visualizations in Tableau/Power BI, and collaborate closely with risk teams to ensure accurate, timely insights for decision making in a #J-18808-Ljbffr ...

working – click here for more information on flexible working options Flexible Working Options: Hybrid Working, Job Share Job Description Summary Job Description Job Title: Market Risk Engineering Developer Location(s): London Hours: Full-time Working Pattern Our work style is hybrid, which involves spending at least two days … Join a multi-skilled rapid application development team embedded in the business, enhancing capability through collaborative solution delivery. Take your place in the Traded Risk Rapid Application Development team where you'll work with multi-skilled software engineers, risk, change and operational SME’s. As an Application Developer ...

working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers. The individual joining the GMRU (Global Market Risk Unit) team in London will become part of the group responsible for measuring Market Risks for the Credit Desk within … BBVA SA Treasury Room. By understanding and controlling the configuration of measurement tools, the candidate will support the Risk Measurement Process . This role focuses on calculating metrics for the Global Credit portfolios and the new Credit Solutions activity within the Global Markets Treasury Room for the BBVA ...

J.P. Morgan is seeking a Vice President in Market Risk to lead end-to-end FRTB implementation and analytics, spanning the Internal Models Approach and Standardized Approach across desks and asset classes. You will be a subject‐matter expert, shaping capital calculations and regulatory responses. Collaborating with Quantitative … Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Product Control and Policy, you will design, implement and own analytics modules, ensure #J-18808-Ljbffr ...

working with a well-established UK investment and wealth management business that is investing in the development of its portfolio risk capability. This is a senior, hands-on appointment sitting close to the investment function. The successful candidate will take ownership of developing a more sophisticated and consistent approach … understanding risk across a large and diverse range of client portfolios. The position combines quantitative portfolio analysis, framework development and senior stakeholder engagement. It would suit someone who enjoys getting into the detail of portfolio data and risk models but is equally comfortable turning that analysis into useful ...

expert support for Murex Front Office workflows across FX, Commodities, and derivative products. Investigate and resolve complex production issues related to trade capture, pricing, risk, market data, and trade lifecycle events. Drive incident, problem, and change management activities while ensuring compliance with banking standards and SLAs. Support business … critical activities including market openings, trading support, and regulatory or operational change initiatives. Perform impact analysis for new business requirements and system enhancements. Mentor junior consultants and provide functional leadership within the support team. Work closely with development, infrastructure, and vendor teams to deliver sustainable solutions and platform improvements. ...

PERMANENT| 115,000.00PER ANNUMRECRUITER: | Simon Blau Counterparty Credit Risk Quant - Vice PresidentCity of LondonHybrid (3/2 split)PermanentUp to 115,000cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London. They are seeking a Counterparty Credit Risk Quant - Vice … President to work with them on a permanent basis. The responsibilities of the Counterparty Credit Risk Quant - Vice President will include: Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis. Collaborate with the Americas Quant ...

Credit Risk Technology (SME & Development Lead) - £120,000 - £140,000 + Bonus + Benefits - London (Hybrid) - Financial Services Overview An exciting opportunity has arisen for a Senior Vice President to lead a high-profile Credit Risk Technology function responsible for the strategic development, architecture, and delivery … enterprise-wide Credit Risk Analytics platform. This role is ideal for an experienced technology leader with deep expertise in Counterparty Credit Risk, PFE analytics, derivatives pricing, and cloud-based risk systems. You will be responsible for driving the technology roadmap, leading globally distributed teams, and delivering innovative ...

center of everything we do, delivering unparalleled access to, from and within Asia. For further information about Nomura, visit www.nomura.com Department Overview: The Risk Management Division encompasses the firm's comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division … responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Stress Testing analytics (STA) is part of the Global ...

London | Hybrid working (2 days per week in office) A globally significant financial markets organisation is looking for a technically strong risk professional to join its Liquidity and Market Risk team. This is not a traditional liquidity reporting role. It is a hands‐on position focused … stress testing, model ownership, validation‐style testing and detailed analysis of model algorithms, code and data. The role would suit someone from a model risk, model validation, model governance or quantitative consulting background who enjoys getting into the technical detail. The role You will help manage and monitor ...

leading Tier 1 Hedge Fund client is looking to hire an Emerging Markets Risk Manager to join its London-based Investment Risk team, partnering directly with Portfolio Managers across its growing Emerging Markets business. This is a highly front-office aligned role where you'll provide independent challenge … portfolio construction, risk-taking and capital allocation while helping optimise risk-adjusted returns. Key Responsibilities Partner with Emerging Markets Portfolio Managers on portfolio construction and investment risk. Challenge positioning, concentration, liquidity, leverage and risk-taking decisions. Monitor portfolio exposures across EM Rates, FX, Sovereign & Corporate Credit ...

C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for a wide range of rate derivatives. Key Responsibilities Develop, implement, and maintain pricing models for rates products (e.g., swaps, swaptions, futures, structured rates … Work closely with traders and structurers to provide real-time pricing and risk analytics Calibrate models using market data and ensure alignment with market conventions Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++ Perform testing, validation, and documentation of models ...

Developer within Fixed Income Derivatives Technology group. Our team works closely with Interest Rates Sales & Trading and Quantitative Strategists team to develop next generation risk and trading systems to achieve their business goals. A successful candidate would work on one of the world's largest Scala projects and gain … future technology solutions. Develop large-scale distributed systems to compute and report intra-day and eod-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department. Greenfield project to redesign pricing and workflow applications for sales ...