1 to 8 of 8 Permanent Quantitative Risk Manager Jobs in England

If you’re a self-motivated Risk Manager & Researcher; with a very strong quantitative background, plus experience of risk managing systematic investment strategies ; we’d love to hear from you. Our client is an active investment management firm who have an exciting opportunity for a Risk Manager with good python skills and experience managing equity market neutral, high-frequency or short-term trading strategies. This is a permanent role based in London. A dynamic and friendly team offering a good work life balance and collaborative working environment. 3 days in the office and … visa sponsorship for the right candidate. This exciting opportunity will suit an individual interested in working within a collaborative environment and be involved with quantitative research and development of new risk analytics. Key Responsibilities: Monitor and manage risk and work with all areas within the business to more »

Quant Market Risk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client. Our client is a well-known major global exchange. We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This sits within the Commodities Risk Team. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged … with complex risk problems. You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and risk more »

Quantitative Risk Manager - Industry Leading Hedge Fund - Competitive Package - Hybrid Working The Company Our client, a global industry leading hedge fund our looking for a highly skilled quantitative risk manager. Our clients Investment Risk team is a part of their wider investment risk function and is responsible for risk management, monitoring and risk-related research across Market, Liquidity and Counterparty Risk. The team is also responsible for independent research on new risk management techniques and improvements to existing risk analytics. The Role Our client are seeking a self … motivated Risk Manager & Researcher with a strong quantitative background including experience of risk managing systematic investment strategies to be part of a dynamic Management team. This is an exciting opportunity for a Quantitative Risk Manager with intellectual curiosity and an interest in working more »

Quantitative Risk Manager - (Credit Risk) Experience: Credit Risk Modelling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role. IRB Expertise: Deep understanding of operational tasks for IRB model development and validation. Regulatory Knowledge … and modelling techniques for financial assets ranging from complex derivatives Carry out relevant technical research relevant to a specific area of valuations or credit risk – disseminate key findings to the quantitative risk & valuation team. Significant credit risk experience gained ideally from a major financial institution, another … professional services firm, or a credit ratings agency. Valuation experience will be an advantage. Skills: Project Management: Proven ability to manage projects effectively. Quantitative Analysis: Strong quantitative background and analytical skills. Technical Proficiency: Proficient in Excel, Python, MATLAB, and their applications in credit risk modelling. Problem-Solving more »

You’ll be joining our team of experts within the Quantitative Risk and Valuations Advisory, and you will be responsible for managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, model validation … offering contributing towards marketing and business development initiatives. You’ll be someone with Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas. Significant credit risk experience … robust solutions to real-world problems. Strong knowledge of mathematics and statistics as applied to finance and credit risk. Hands on experience in credit risk modelling or the valuation of financial products. A master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university. more »

Description Description CME Group is the world's leading and most diverse derivatives exchange. The role will be part of the CME Clearing Quantitative Risk Management department. Our Quants team are working with complex and advanced modelling and we're looking for someone ready for a new challenge … to join the Chicago team. The Manager Quantitative Risk Management is responsible for developing Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio … to ensure the adequacy of margin coverage & model assumptions. Principal Accountabilities: Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field. Design and develop pricing and risk more »

Quant Market Risk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client. Our client is a well-known major global exchange. We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This sits within the Commodities Risk Team. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged … with complex risk problems. You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and risk more »

Basic informationLocationLondonService lineRisk AdvisoryDate published17-Apr-2024Req #14846Job descriptionConnect to your IndustryMarket Risk is one of the major risk types in Financial Institutions, primarily the Capital Markets division of banks but also in other FI’s who trade and consequently need to manage risk in their portfolios. … Market Risk Capital amounts to anywhere from 15% to 25% of a bank’s total capital requirement. The drivers of market risk and the process to calculate and manage this risk is complex.As we expand our Risk Advisory business to more holistically include all risk types, the focus on Market Risk increases. With the always important regulations for Market Risk, FRTB and the client-driven demand to support them in these deliverables is also driving an increasing need for these skills.Connect to your career at DeloitteDeloitte drives progress. Using our vast range more »