Join to apply for the Director, Customer Risk Management-R-249519 role at Mastercard Join to apply for the Director, Customer Risk Management-R-249519 role at Mastercard Get AI-powered advice on this job and more exclusive features. Our Purpose Mastercard powers economies and empowers people in 200+ countries and territories worldwide. Together with our customers, we … innovation, partnerships and networks combine to deliver a unique set of products and services that help people, businesses and governments realize their greatest potential. Title And Summary Director, Customer Risk Management Overview We are currently looking for a Director, reporting to the Head of Customer Risk Management (CRM) for Europe. The role is based in London, U.K. or … within Mastercard. This role is on the first line of defense, with key responsibilities including CRM strategy and roadmap for the assigned portfolio, customer credit analysis and underwriting, formulating risk mitigation approach, developing risk management solutions for new products, and engaging regulators within the region. Role The Primary Responsibility Is To Ensure Customer Risk Is Appropriately Identified More ❯
London, England, United Kingdom Hybrid / WFH Options
Morgan Stanley
Fixed Income Federal Risk Applications - Java/Scala Software Engineer Join to apply for the Fixed Income Federal Risk Applications - Java/Scala Software Engineer role at Morgan Stanley Fixed Income Federal Risk Applications - Java/Scala Software Engineer Join to apply for the Fixed Income Federal Risk Applications - Java/Scala Software Engineer role at … Morgan Stanley We are seeking a software engineer to join our team in the Fixed Income Federal Risk Applications department. Our team develops and maintains highly scalable systems that utilise modern and innovative technologies to advance our front-office pricing and riskanalytics capabilities for global Fixed Income trading desks. Our stakeholders include various fixed income trading … desks and risk managers. Successful candidates will be highly technical developers who can deliver innovative solutions within our existing award-winning risk calculation framework. Our main technical challenge is to scale up our infrastructure so that it can process large and complex calculations, as well as handle vast amounts of data. We massively parallelise calculations across tens of More ❯
Head of RiskAnalytics - Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function, as part of the wider global RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: • Minimum of a Master's degree in the quantitative field, preferably having achieved a PhD • A strong background in Quantitative Analysis and More ❯
Head of RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function, as part of the wider global RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: • Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD • A strong background in Quantitative Analysis and More ❯
London, England, United Kingdom Hybrid / WFH Options
DWS Group
As a Senior C# Developer you will (be): Supporting the development of the .NET based technology platform, serving the investment function. Designing and developing software solutions aligning with architecture, risk and operational processes. Implementing SDLC processes to produce code of highest quality. Aligning with goals of business stakeholders and owning the delivery of modules. Supporting the portfolio managers and … is beneficial. Proficiency in the use of automation of all Microsoft Office applications is essential. Knowledge of the relevant products of Bloomberg, Reuters, Barra, Aladdin, along with portfolio and riskanalytics systems would also be beneficial. What we’ll offer you: At DWS we’re serious about diversity, equity and creating an inclusive culture where colleagues can be More ❯
RiskAnalytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide … quantitative risk analysis to support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and … dashboards which can enhance and improve the risk analysis. • Conduct analysis on existing model short-comings and design remediation plans. • Maintain, update and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a More ❯
RiskAnalytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide … quantitative risk analysis to support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and … dashboards which can enhance and improve the risk analysis. • Conduct analysis on existing model short-comings and design remediation plans. • Maintain, update and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a More ❯
Head of Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and More ❯
This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description RiskAnalytics - Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development … over the full life-cycle of models: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities Develop and implement analytics for counterparty credit risk management. Build infrastructure to consolidate counterparty credit risk models across systems. Perform quantitative research … to implement model changes, enhancements and remediations. Work with stakeholders across business and functional teams during model development process. Create tools and dashboards which can enhance and improve the risk analysis. Conduct analysis on existing model short-comings and design remediation plans. Maintain, update and back-test risk models. Assess the methodologies and processes to identify potential weaknesses More ❯
Social network you want to login/join with: Head of Quantitative RiskAnalytics, london col-narrow-left Client: Cornwallis Elt Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 07.06.2025 Expiry Date: 22.07.2025 col-wide Job Description: Head of Quantitative RiskAnalytics – Quantitative Finance, Counterparty … Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible … for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for Quantitative Developer who would will leverage Java, AWS, and data manipulation libraries to provide data-driven solutions for risk management purposes to stakeholders such as Portfolio Managers, Business Management and Risk Managers. Responsibilities: Work closely with quants, risk managers and other technologists in New York, Miami, London and Singapore to develop riskanalytics solutions for our businesses (fixed-income, commodities, Equities etc) Build, enhance and maintain existing Java REST services and related systems Develop … data ingestion pipelines and core data systems to provide risk management programmatic access to analytics as well as via web interfaces Create and manage cloud applications on AWS Work with risk management for rapid prototyping and delivery of solutions Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to Portfolio and More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for Quantitative Developer who would will leverage Java, AWS, and data manipulation libraries to provide data-driven solutions for risk management purposes to stakeholders such as Portfolio Managers, Business Management and Risk Managers. Responsibilities: Work closely with quants, risk managers and other technologists in New York, Miami, London and Singapore to develop riskanalytics solutions for our businesses (fixed-income, commodities, Equities etc) Build, enhance and maintain existing Java REST services and related systems Develop … data ingestion pipelines and core data systems to provide risk management programmatic access to analytics as well as via web interfaces Create and manage cloud applications on AWS Work with risk management for rapid prototyping and delivery of solutions Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to Portfolio and More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top-tier global hedge fund committed to leveraging innovations in technology and data science to solve complex business problems. The Risk Technology team is seeking a Quantitative Developer who will utilize Java, AWS, and data manipulation libraries to deliver data-driven risk management solutions for stakeholders such as Portfolio … Managers, Business Management, and Risk Managers. Responsibilities: Collaborate with quants, risk managers, and technologists across New York, Miami, London, and Singapore to develop riskanalytics solutions for various asset classes (fixed-income, commodities, equities, etc.). Build, enhance, and maintain Java REST services and related systems. Develop data ingestion pipelines and core data systems to enable … risk management analytics access via programmatic interfaces and web applications. Create and manage cloud applications on AWS. Work with risk management teams for rapid prototyping and solution delivery. Contribute to Millennium's active culture by delivering timely solutions to Portfolio and Risk Managers. Required skills/experience: Strong analytical and mathematical skills with interest or experience More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top-tier global hedge fund committed to leveraging innovations in technology and data science to solve complex business problems. The Risk Technology team is seeking a Quantitative Developer who will utilize Java, AWS, and data manipulation libraries to deliver data-driven risk management solutions for stakeholders such as Portfolio … Managers, Business Management, and Risk Managers. Responsibilities: Collaborate with quants, risk managers, and technologists across New York, Miami, London, and Singapore to develop riskanalytics solutions for various asset classes (fixed-income, commodities, equities, etc.). Build, enhance, and maintain Java REST services and related systems. Develop data ingestion pipelines and core data systems to enable … risk management analytics access via programmatic interfaces and web applications. Create and manage cloud applications on AWS. Work with risk management teams for rapid prototyping and solution delivery. Contribute to Millennium's active culture by delivering timely solutions to Portfolio and Risk Managers. Required skills/experience: Strong analytical and mathematical skills with interest or experience More ❯
Press Tab to Move to Skip to Content Link Head of Syndication & Financing Risk Tech Delivery Are you a tech leader with deep expertise in riskanalytics, data solutions, and AI-driven automation? We’re looking for a Head of Syndication & Financing Risk Tech Delivery to drive the development of cutting-edge Risk, Analytics, and Data solutions for our Syndication and Financing Risk business. This is a technology leadership role, focused on delivering data-driven risk solutions for loans, syndications, CLOs, and synthetic financing. You’ll collaborate with engineering teams, data scientists, product owners, and business stakeholders to develop and deploy innovative platforms, analytics, and automation tools that enhance decision … making and risk assessment. Technology & Solution Delivery – Design, develop, and implement Risk, Analytics, and AI-driven solutions for credit risk and financing. Data & AI Innovation – Leverage machine learning, automation, and advanced analytics to enhance risk processes. Platform & Infrastructure Development – Build and optimize data pipelines, analytics platforms, and AI-driven insights for lending and More ❯
Job Description Job Purpose ICE Clear Europe is seeking a Quantitative Risk Manager to join its Model Risk Management team. This role is responsible for validating and monitoring risk models used in the clearing house, ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin … risk. This is an exciting opportunity for a technical expert looking for broader model and management exposure in a collaborative and flat organizational structure. Responsibilities Conduct independent validation of risk and pricing models and review of stress testing frameworks, including conceptual soundness, assumption reasonableness, and performance benchmarking. Continuously monitor model performance and review first-line risk management monitoring … Mentor and support junior team members. Knowledge and Experience Degree (MSc/PhD ) in Mathematics, Statistics, Quantitative Finance, or related field. Extensive experience in model validation, quantitative analysis, or risk analytics. Strong knowledge of market, credit, and liquidity risk frameworks. Proficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis. Strong understanding of option pricing theory and More ❯
in London | Associate Director - Oliver Bernard Quantitative Developer – C# | Options Trading | FX & Commodities | £160k - £190k Are you a C# Quantitative Developer with a strong background in options pricing and riskanalytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded. This is … to join a well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development. Key Responsibilities: Develop and enhance the firm’s risk and analytics infrastructure Build FX pricing frameworks and cash flow reporting tools Design and implement volatility … surface models and pricing integrations Work directly with traders to support PnL targeting and solver enhancements Maintain and improve Excel-based pricing/risk tools Extend the market data framework with implied vols, yields, and custom instruments Ideal Candidate: Expert in C# development within a front-office Options trading environment Proven experience with pricing analytics libraries Strong skills More ❯
in London | Associate Director - Oliver Bernard Quantitative Developer – C# | Options Trading | FX & Commodities | £160k - £190k Are you a C# Quantitative Developer with a strong background in options pricing and riskanalytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded. This is … to join a well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development. Key Responsibilities: Develop and enhance the firm’s risk and analytics infrastructure Build FX pricing frameworks and cash flow reporting tools Design and implement volatility … surface models and pricing integrations Work directly with traders to support PnL targeting and solver enhancements Maintain and improve Excel-based pricing/risk tools Extend the market data framework with implied vols, yields, and custom instruments Ideal Candidate: Expert in C# development within a front-office Options trading environment Proven experience with pricing analytics libraries Strong skills More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
as a business analyst or functional contributor in one or more of the following areas: Front-office technology and processes: trade lifecycle, OMS/PMS, research workflows. Performance and riskanalytics: attribution, GIPS, multi-asset risk modeling. Data architecture and analytics: governance, Snowflake, Markit EDM, BI tools. Enterprise compliance and risk: policy enforcement, proxy voting More ❯
