1 to 2 of 2 Permanent Quantitative Risk Manager Jobs in London

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 »

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 »