Vice President - Counterparty Credit Risk Quant Job in London

Specialisms: London, HybridShape the future of Counterparty Credit Risk at one of the world’s leading banking groups.We’re partnering with a global banking organisation that is investing heavily in its risk capabilities and looking to appoint a Vice President, Counterparty Credit Risk Quant to play a key role in the development of its stress testing, capital and counterparty credit risk frameworks across the EMEA region.This is a rare opportunity to step into a highly visible position that sits at the intersection of quantitative modelling, risk management and strategic decision-making. You’ll work directly with senior stakeholders across Risk, Treasury, Finance and Front Office functions, helping to influence how counterparty risk is measured, monitored and managed across a complex trading business.The OpportunityThis is far more than a traditional quant role.You’ll be responsible for helping shape and enhance the firm’s Counterparty Credit Risk stress testing framework, supporting regulatory capital initiatives including ICAAP and ICARA, and driving consistency of risk practices across multiple legal entities and jurisdictions.Working across both the Counterparty Credit Risk and Modelling teams, you’ll have the opportunity to influence methodology, challenge existing approaches and contribute to key risk decisions at committee level.You’ll be joining a business with significant exposure across derivatives, securities financing transactions and fixed income products, giving you broad exposure to a diverse and sophisticated portfolio.What You’ll Be DoingDesigning and enhancing Counterparty Credit Risk stress testing frameworksDeveloping stress scenarios aligned to market risk and regulatory expectationsSupporting ICAAP, ICARA and wider capital management initiativesWorking closely with global quant teams to implement and improve risk methodologiesPresenting analysis and insights to senior risk committees and leadership teamsEnsuring frameworks, models and governance processes remain robust and compliantSupporting the development and maintenance of internal and vendor risk modelsDriving consistency of counterparty risk practices across the wider groupWhat We’re Looking ForWe’re keen to speak with individuals who combine strong quantitative capability with a genuine understanding of how risk frameworks operate within a trading environment.You’ll likely have experience in:Counterparty Credit Risk analytics within a banking or capital markets environmentExposure modelling, stress testing and wrong-way risk analysisFixed Income and derivatives products including Interest Rate, FX and Credit derivativesBasel regulations and capital frameworks relating to Market Risk and Counterparty Credit RiskDeveloping or enhancing quantitative risk modelsPython, SQL, VBA, R or similar analytical toolsData visualisation platforms such as Power BI or TableauMost importantly, you’ll enjoy working with stakeholders, solving complex problems and translating technical analysis into meaningful business decisions.Why Join This is an opportunity to join a globally recognised banking group that continues to invest in growth, innovation and risk excellence.You’ll benefit from:A highly visible role with exposure to senior leadershipThe opportunity to influence strategic risk initiatives across EMEABroad product exposure across derivatives, fixed income and securities financing transactionsHybrid and flexible working arrangementsExcellent learning and development opportunitiesStrong career progression prospectsCompetitive compensation and benefits packageA collaborative and inclusive culture that encourages fresh thinking and new ideasInterested If you’re looking for a role where you can combine quantitative expertise with genuine business impact, we’d love to hear from you.Apply now or get in touch for a confidential conversation.We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.