london, south east england, United Kingdom Hybrid / WFH Options
Mizuho
influence and base of knowledge as part of one of the largest-and growing-banks in the world. What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR … and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate … model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in more »
United Kingdom Risk Group Functions Job Reference # 295121BR City London Job Type Full Time Your role Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can: • independently review exotic equities and commodities derivative models • approve exotic transactions and model … suitability, calibration, speed and accuracy • represent the team at internal meetings • develop benchmark models in python and C++ • work closely with front office quants, marketrisk control, and trading Your team You’ll be working in the Model Validation team focusing on equities and commodities derivatives. As part … of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a marketrisk perspective. Your expertise You have: • around 2-4 years of experience in a similar quantitative role more »
rates, FX, equities, credit, and commodities in developed and emerging markets. Off the back of strong performance, the firm is looking to make a Risk Officer hire in its London risk team, which will report directly into the CRO. Risk Management is very much part of front … office at this firm - the Investment team that you will face off to consists of an industry recognised CIO and market leading Portfolio Managers, active across a broad range of strategies/asset classes. This is an incredible opportunity for the hire to establish themselves as a specialist Risk professional at a market leading buy-side firm, to take ownership of high performing trading desks and to be actively involved in the investment process (risk managers are encouraged to come to the desk with topics and ideas). Opportunities for progression are unparalleled within this role. more »
Quantitative Research Engineer - Market Microstructure Our client is a leading Hedge Fund headquartered in London and is seeking a Quantitative Research Engineer to join their equities trading desk. The firms team integrates innovative technology and trading strategies, while utilizing a sophisticated research platform and development environment to realise consistent … in the global financial markets. As a Quantitative Research Engineer, you will play a crucial role in analyzing, understanding, and optimizing the intricacies of market dynamics, order flow, and execution strategies. Leveraging your expertise in market microstructure, you will collaborate closely with traders, quantitative analysts, and software engineers … to design and implement solutions that enhance trading performance and efficiency. Responsibilities: Conduct in-depth analysis of equity market microstructure, including order book dynamics, liquidity profiles, and execution venues. Develop quantitative models and algorithms to optimize trading strategies, minimize market impact, and improve execution quality. Utilize advanced statistical more »
Quantitative Research Engineer - Market Microstructure Our client is a leading Hedge Fund headquartered in London and is seeking a Quantitative Research Engineer to join their equities trading desk. The firms team integrates innovative technology and trading strategies, while utilizing a sophisticated research platform and development environment to realise consistent … in the global financial markets. As a Quantitative Research Engineer, you will play a crucial role in analyzing, understanding, and optimizing the intricacies of market dynamics, order flow, and execution strategies. Leveraging your expertise in market microstructure, you will collaborate closely with traders, quantitative analysts, and software engineers … to design and implement solutions that enhance trading performance and efficiency. Responsibilities: Conduct in-depth analysis of equity market microstructure, including order book dynamics, liquidity profiles, and execution venues. Develop quantitative models and algorithms to optimize trading strategies, minimize market impact, and improve execution quality. Utilize advanced statistical more »
Senior Business Analyst – Global Risk Analytics 6-month contract London/Hybrid Up to £796.28 p/d Umbrella If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the … Quality for downstream processes and the delivery/implementation of process and policy improvements. Particular expertise required: Familiarity with regulatory requirements related to Credit Risk and Rating Systems and ideally Parental Support Rating Systems Experience of delivering change within a Data Programme and dealing with large volumes of data … Good presentation and interpersonal skills Ability to hold requirements workshops, Working Groups, training sessions as required Ability to develop and execute test plans Global Risk Analytics (GRA) is a part of HSBC’s Global Risk Function which provides solutions using analytics, tools, and models to identify, measure and more »
trading desk Conduct Independent Price Verifications (IPV) Complete exposures reporting for trader to enable informed decision making Work closely with the trading team and marketrisk, maintaining clear communication to ensure efficient performance Perform monthly IFRS9 revaluations and differences report Support the desk reporting process Contribute to the … and improvement of reporting capabilities Maintain Product Control reporting frameworks in line with internal and external policies Requirements: 2+ years in product control/marketrisk/middle office role Competent doing PnL reporting Experience using VBA, Python and SQL is ideal Experience working in the energy/ more »
consultation responses and, where relevant, submissions to regulators. Preparation of policy interpretations and opinions. Preparation of regulatory submissions to the regulator. Global and regional MarketRisk Functions, Traded Risk Senior management team, GRA Regional Heads and regional Policy leads. Finance – Group Regulatory Policy and Regulatory Reporting teams. … Regulatory bodies – in particular the Prudential Regulatory Authority supervisory and modelling teams. Work together with business experts from the Traded Risk teams and stakeholders to develop appropriate regulatory opinions and policy solutions. Provide leadership to regions on providing regulatory guidance and policy opinions, including clear communication of the latest … regulatory developments to stakeholders from Front Office, MSS, etc. The role holder will be expected to work with regional policy leads and Group Traded Risk teams to develop and communicate solutions to address rule changes or answers to specific policy questions and/or regulatory requirements. Develop consistent policy more »
Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded marketrisk models such as Economic … capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB … ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other roles Danos more »
A Commodities House is looking to hire an IT Risk Manager with SQL skills into their team to focus on building and developing their risk applications This application will be used by the Front Office, so experience facing off to stakeholders in this space will naturally come as … a benefit. We are seeking individuals with experience working in IT Risk and who have knowledge of areas such as marketrisk, pricing, risk calculations, greeks, ideally in the commodities space but asset classes will also be considered coupled with this. Knowledge of SQL is essential. more »
A Commodities House is looking to hire an IT Risk Manager with SQL skills into their team to focus on building and developing their risk applications This application will be used by the Front Office, so experience facing off to stakeholders in this space will naturally come as … a benefit. We are seeking individuals with experience working in IT Risk and who have knowledge of areas such as marketrisk, pricing, risk calculations, greeks, ideally in the commodities space but asset classes will also be considered coupled with this. Knowledge of SQL is essential. more »
United Kingdom Risk Group Functions Job Reference # 294427BR City London Job Type Full Time Your role We’re looking for a model validator for the Macro Team covering Rates and FX models in order to: - review the mathematical foundation of the model, assessing the correctness of the model … the model in spreadsheets or coding language (Python, C#, F#, C++…) - challenge the first line and raise appropriate follow-up actions to mitigate model risk (e.g. numerical stability of the model, assumptions etc) - collaborate with stakeholders from other teams (e.g. MarketRisk, Product Control, Front Office) to … make sure that the Model Risk is properly managed. Your team You’ll be working for the senior business manager in Model Risk Management & Control (MRMC). MRMC is a team of around 400 model risk experts based in a variety of locations across the globe and more »
are seeking aCredit Analyst/Portfolio Analyst Infrastructure/Project Financeto work with them on a permanent basis. My client issues bonds into the market to raise money to lend for infrastructure projects. They need someone with advanced excel and modelling skills. The Responsibilities of a Portfolio Administrator Will … Include: Continuously monitor the development of individual portfolio transactions, perform Market/Sector research and analysis and inform management as well as client of any material developments on a portfolio of (mostly) performing loans. Regular (at least annual) analysis of key risks including financial risk, operational risk, off- taker/supplier/guarantor risk, country/regulatory risk and market risk. Preparation of robust and concise internal credit papers Review/update of cash flow models. Prepare internal ratings. Preparation of client off colour and watch-list reports discussing trends, remedies, progress, future more »
The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by the bank in EMEA. This includes, among others, risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and … Front Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board MAIN PURPOSE OF THE ROLE Independent model validation of quantitative methodologies, both initial … and periodic, across all asset classes and model types (derivative pricing models, credit and marketrisk, capital models, AI models, etc. ) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the models and the implementation of alternative challenger models. more »
Greater London, England, United Kingdom Hybrid / WFH Options
MSCI Inc
look to develop deep linkages with our clients and help clients make best usage of our products in the context of their investment or risk process and their business goals. The individual will be responsible for supporting a suite of our Analytics Products. This will involve sharing best practices … explaining risk models applied to multi asset class portfolios and partnering with the sales team to provide expertise in client engagements and pre-sales activities. Successful candidates will have a thorough knowledge of marketrisk measurement and management, pricing of asset types (including equity, fixed income, commodities … relationships within our regional client base; implement strategic plans to ensure client retention. Develop expertise in MSCI products and models as well as latest market trends and regulatory landscape to provide clients with Best Practices guidance. Identify opportunities to increase client usage of our products and identify new users. more »
london, south east england, United Kingdom Hybrid / WFH Options
MSCI Inc
look to develop deep linkages with our clients and help clients make best usage of our products in the context of their investment or risk process and their business goals. The individual will be responsible for supporting a suite of our Analytics Products. This will involve sharing best practices … explaining risk models applied to multi asset class portfolios and partnering with the sales team to provide expertise in client engagements and pre-sales activities. Successful candidates will have a thorough knowledge of marketrisk measurement and management, pricing of asset types (including equity, fixed income, commodities … relationships within our regional client base; implement strategic plans to ensure client retention. Develop expertise in MSCI products and models as well as latest market trends and regulatory landscape to provide clients with Best Practices guidance. Identify opportunities to increase client usage of our products and identify new users. more »
to consumers across the globe and driving innovative products and solutions to drive power to the customer in more ways than one. Overview: The Market Data Platform team plays a pivotal role in ensuring our traders have access to accurate, real-time market data for informed decision-making. … In addition to the Market Data Platform, the team is responsible for Front Office Tooling around price publishing. The team also supports 400+ users and 40+ interfacing applications for all forward and settlement price requirements. Position Overview: My client are seeking a talented and versatile individual who possesses a … such as Trayport and Bloomberg, into existing systems and workflows. Integrate key applications within the system landscape. Ensure data accuracy and integrity within the Market Data Platform, working closely with front office, QA, marketrisk, product control and curves teams. Provide ongoing support and troubleshooting for Excel more »
My client, a boutique Mayfair Hedge Fund, are seeking a talented Risk Developer, strong in Python, to join their London office and report directly to the CRO. With a consistent track record of positive returns across their fund and substantial growth in Assets under Management (AuM), the firm is … actively seeking an experienced and dynamic Risk Developer to join their team. In this role, you will collaborate closely with the CRO on diverse projects, with your responsibilities encompassing the build out and maintenance of a proprietary risk infrastructure written in Python and SQL, as well as the … creation of new databases for risk and profit & loss (PnL) analysis. They are seeking experienced candidates (7+ years of experience) who possess strong programming skills in Python and Power BI and have a solid understanding of marketrisk, VaR analytics and exposure calculations. This role offers a more »
Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of marketrisk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »
Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of marketrisk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »
working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and marketrisk, capital models, AI models, etc.), adhering to regulatory standards and industry benchmarks. The validation process often necessitates an independent deployment of the … or a relevant area, professional coding ability in Python and around 5 years experience in either model development or validation across either pricing or risk modelling. more »
This role will be an integral part of our foray into Emerging Market/Middle East/Global Fixed Income Strategies and Institutional sales coverage. Generating revenue through Riskless Match Principal Trades in Fixed Income Bonds Regular engagement and sales coverage to Buy Side Institutional Clients and Family Offices … particularly interested in Emerging Market Credits. Utilise the language and geographical reach to domiciled institutions to gather intelligence and share with existing and potential Investors. Providing local market colour to external Institutional Funds and internal clients Ensure timely execution of the orders and that they conform with compliance … success in Fixed Income Sales with Institutional Buy side clients. The ideal candidate should have strong track record and functional knowledge in the Emerging Market Debt Markets Existing relationships with Buy side institutions particularly interested in EMEA/Emerging MarketRisk The candidate should be able to more »
successful candidate will work on single stock equities, FX, futures, commodities, and cryptocurrency. They will maintain and enhance the internal models used to measure market risk. Requirements: Extensive understanding of core .NET/Object programming principles 2-5 years commercial experience with C# Experience using SQL is desirable Ability more »
A Tier 1 Investment Bank are looking for a Business Analyst/Project Manager to join their FRTB CVA Programme in the Market, Risk, Finance and Markets Tech space. Key Requirements Strong hybrid BA/PM experience Previous experience delivering on CVA projects, ideally from a FRTB perspective. … Ability to manage end-to-end CVA workstreams. Front Office exposure is essential. Ideally will have worked in Risk Management Strong soft skills - able to liaise with stakeholders and collaborate with internal and external teams. If you're interested in this role, click 'apply now' to forward an up more »
successful candidate will work on single stock equities, FX, futures, commodities, and cryptocurrency. They will maintain and enhance the internal models used to measure market risk. Requirements: Commercial C# experience required SQL experience is desirable Mathematical background Benefits: Competitive salary and bonus scheme Hybrid working (3 days a week more »
