1 to 25 of 54 Permanent Market Risk Jobs in London

idea of working to create a sustainable energy future also moves you, we may very well be the right place for you. The Market Risk Manager will play a key role in controlling and reporting risk and continuously developing the function as Centrica Energy grows and transitions … multi-location trading model. The role will play an important part in the improvement and development of risk measurement methodologies, processes and procedures whilst having close daily interaction with the front office and business units. The role reports into the Head of Market Risk. This is an exciting ...

working to create a sustainable energy future also moves you, we may very well be the right place for you. About your role: The Market Risk Manager will play a key role in controlling and reporting risk and continuously developing the function as Centrica Energy grows … transitions to a multi-location trading model. The role will play an important part in the improvement and development of risk measurement methodologies, processes and procedures whilst having close daily interaction with the front office and business units. The role reports into the Head of Market Risk. This ...

About the Role: Grade Level (for internal use): 11 Summary Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their market risk, counterparty credit risk, regulatory risk capital and derivative valuation adjustments. Using the latest analytics and technology such … Data stack for scalability, our products and solutions are used by the largest tier-one banks to smaller niche firms. Our risk analytics solutions are available deployed, in the cloud, or can be run as a service so we free up internal resources to focus on business priorities. Financial ...

platform for the LGBTQ+ business community. Please do not contact the recruiter directly. About the Role: Grade Level (for internal use): 11 Summary Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their market risk, counterparty credit risk, regulatory risk … Data stack for scalability, our products and solutions are used by the largest tier-one banks to smaller niche firms. Our risk analytics solutions are available deployed, in the cloud, or can be run as a service so we free up internal resources to focus on business priorities. Financial ...

multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk. About the job The role is focused on designing and implementing advanced technology solutions for market risk and counterparty risk. The successful candidate will contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure, translating quantitative methodologies into scalable and maintainable software solutions. The position involves solving complex methodological and technical challenges, integrating risk models into production environments, optimizing system ...

Controls, Certification and Analysis (“CCA”) Main missions are: Producing and reporting of all indicators – including as a first priority those specified in Risk Mandates (qualitative indicators such as authorized products, currencies and quantitative limits such as Notionals, Sensitivities, Risk Indicators: VaR, sVaR, Stress Tests, SRAB/Volker indicators … daily basis; focusing on daily variations as well as intraday moves. Communicating with Front Office and Risk Management in case of limits breaches and loss alerts. Day-to-day interaction with trading operators; Producing and certifying daily P&Ls (including inter alia Economic P&L, Actual P&L, Hypothetical ...

Join our Financial Risk Management (FRM) team, where we develop, validate, and enhance the methodologies that underpin Swiss Re's financial risk framework. Our Financial Model Validation & Methodologies team, based in London, Zurich, and Bangalore, works at the intersection of risk management, actuarial science, finance, and technology … strengthen Swiss Re's understanding and management of market and credit risks. We design and maintain risk methodologies used across FRM and collaborate closely with IT and business stakeholders to build robust analytical capabilities and risk infrastructure. About the Role As a Quantitative Risk Manager ...

Please do not contact the recruiter directly. About the Role: Grade Level (for internal use): 10 The Team: At S&P Global, our Financial Risk Analytics team provides state-of-the-art products and solutions to help financial institutions measure and manage their counterparty credit risk, market risk, regulatory risk capital, and derivative valuation adjustments. Our innovative technology stack includes a fully vectorized pricing library, machine learning, and big data solutions, enabling scalability and precision. Our products are trusted by the largest tier-one banks as well as smaller niche firms globally. Responsibilities ...

About the role We’re looking for a Head of Risk to lead the Risk team and own the risk frameworks that govern one of the most important protocols in DeFi. You’ll coordinate with external risk service providers, set and monitor risk parameters … leadership role that requires deep protocol knowledge, strong accountability, and the judgment to make high‐stakes decisions. You’ll lead a team of risk analysts, researchers, data scientists, and credit specialists while working across the organization and with external partners to ensure Aave’s risk posture remains best ...

Business‐As‐Usual (BAU) delivery, stability, and evolution of the Strategic Full Reval Capability (SFRC) platform within Global Markets Technology. SFRC is a strategic risk and P&L platform, underpinning key regulatory and trading risk capabilities across Global Markets. The platform supports a range of regulatory risk use cases, including Market Risk Stress Testing, CCAR, Full Revaluation, VaR, Counterparty Credit Risk, FRTB Stand‐Alone Approach (SA). The role is accountable for ensuring the ongoing integrity, scalability, and performance of the platform while driving continuous improvement and alignment to future‐state architecture. Although ...

Business-As-Usual (BAU) delivery, stability, and evolution of the Strategic Full Reval Capability (SFRC) platform within Global Markets Technology. SFRC is a strategic risk and P&L platform, underpinning key regulatory and trading risk capabilities across Global Markets. The platform supports a range of regulatory risk use cases, including: Market Risk Stress Testing CCAR Full Revaluation VaR Counterparty Credit Risk FRTB Standardised Approach (SA) This role is accountable for ensuring the ongoing integrity, scalability, and performance of the platform, while driving continuous improvement and alignment to future-state architecture. Although positioned ...

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 REPORTS TBC MAIN PURPOSE OF THE ROLE The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk ...

greenest boroughs. Here you'll find plentiful and easy commuting routes, with central London just 15 minutes away by train. The Team: Global Risk Analytics (GRA) as a sub-line of business within Global Risk Management (GRM). Responsible for developing a consistent and coherent set of models … analytical tools, and tests for effective risk and capital measurement, management and reporting across Bank of America. GRA partners with the Lines of Business and Enterprise functions to ensure the capabilities it builds address both internal and regulatory requirements, and are responsive to the changing nature of portfolios, economic ...

looking for a career move that will put you at the heart of a global financial institution? Then bring your domain knowledge in Credit Risk, Market Risk, Liquidity or Capital, and your skills in data analytics, problem solving and communication to Citi’s Product Development team within …/ML frameworks (e.g. NLP). LLM integration patterns, RAG pipelines, and agentic AI architectures, including MCP server. Domain experience in Credit Risk, Market Risk, Liquidity or Capital. Experience in defining data strategy for advanced analytical initiatives, including data governance, sourcing, and ethical considerations, with demonstrated awareness ...

Overview About Marex Marex Group plc (NASDAQ: MRX) is a diversified global financial services platform providing essential liquidity, market access and infrastructure services to clients across energy, commodities and financial markets. The group provides comprehensive breadth and depth of coverage across four core services: clearing, agency and execution, market … Technology and Application Support team. Role Summary As a valued member of the Technology department, the Software Developer will be working daily within the Risk stream. There is an opportunity to learn the various areas of Risk & Compliance through development and collaboration and by improving business processes. ...

London just 15 minutes away by train. The Team: The Strategic Full Reval Capability (SFRC) team is responsible for delivering the bank's strategic risk technology platform for Global Markets. The team focuses on building scalable, high-performance risk and P&L solutions used across the business, supporting … senior trading guidance, Market Risk, and Quantitative Analytics functions. SFRC is a global technology team of highly skilled engineers, with representation across London, New York, Chicago, Singapore, and key locations in India. Operating in an Agile environment, the team works closely with business stakeholders to deliver robust, enterprise ...

Description Counterparty Risk (CCR), part of Wholesale Credit Risk, is responsible for measuring and monitoring counterparty exposures across OTC derivatives (cleared and non-cleared), Futures and Options, Securities Financing, Securities Prime Services, CCPs and Commodities. The broader CCR organization oversees exposure measurement, risk monitoring and escalation … risk investigations and analyses, assessment of collateral and margin arrangements, ownership of credit exposure metrics, and the development and maintenance of related exposure calculation and reporting capabilities. This is a dynamic area of risk management at the intersection of markets, analytics, controls, and technology, offering broad product exposure ...

Pension Insurance Corporation ("PIC") provides secure retirement incomes through comprehensive risk management and excellence in asset and liability management, as well as exceptional customer service. Our purpose is to pay the pensions of our current and future policyholders. PIC is recruiting for a Capital Actuary to play … part of PIC's Finance Department, the Capital team is responsible for maintaining and developing the frameworks, methodologies and models that support PIC's risk and capital management capabilities. The team ensures these remain appropriate for PIC's business strategy and risk profile, while delivering high-quality analysis ...

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 ...

Title and Location Quantitative Finance Analyst (up to Assistant Vice President) – Bromley, London. Team & Context Global Risk Analytics (GRA) – Default Risk Modelling team within Global Markets Risk Analytics (GMRA). Responsibilities Develop, test, document and maintain Default Risk models including risk factor simulation, pricing, aggregation … back‐testing. Support the Default Risk platform, investigating system issues and providing quantitative support to model users. Improve model development infrastructure (test harnesses, utilities, visualization tools). Partner with Capital, Risk, Technology, Model Risk Management and Market Risk Management on model enhancement, performance testing ...

Citi London is seeking an XVA Risk Management Senior Officer (SVP) to lead market risk oversight across XVA within Citi’s global market risk team. You will work with traders, validation teams and senior stakeholders to maintain risk framework integrity and shape methodology ...

central London just 15 minutes away by train. Team The Strategic Full Reval Capability (SFRC) team is responsible for delivering the bank’s strategic risk technology platform for Global Markets. The team focuses on building scalable, high‐performance risk and P&L solutions used across the business, supporting … senior trading guidance, Market Risk, and Quantitative Analytics functions. SFRC is a global technology team of highly skilled engineers, with representation across London, New York, Chicago, Singapore, and key locations in India. Operating in an Agile environment, the team works closely with business stakeholders to deliver robust, enterprise ...

salary guideline of 90- 110k Role details Title: VP, Regulatory Change Manager/senior business analyst Regulatory area: Capital Basel liquidity, capital, Credit risk, market risk, counterparty credit risk, BoE statistical reporting, FinRep Salary (phone number removed) base salary Based in London City London Liverpool street ...

role with a salary guideline of 90- 110k Role details Title: VP, Regulatory Change Manager/senior business analyst Regulatory area: liquidity, capital, Credit risk, market risk, counterparty credit risk, BoE statistical reporting, FinRep Salary (phone number removed) base salary Based in London City London Liverpool ...

supporting, assisting and delivering Prudential Regulatory change Role details Title: VP, Regulatory Change Manager/senior business analyst Regulatory area: liquidity, capital, Credit risk, market risk, counterparty credit risk, BoE statistical reporting, FinRep Salary £(phone number removed) base salary Based in London City London Liverpool street ...