26 to 50 of 170 Risk Analytics Jobs in the UK

commitment to help us move our business forward. The Corporate Technology Department provides a full IT service to all business areas of the MUS overseas subsidiary companies. The Credit Risk IT team is responsible for implementing and supporting systems for calculating and reporting consolidated Credit Risk across all locations. Main purpose of the role: The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party S&P Global Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate various Credit Risk measures. FRA platform fraimWRX is distributed as AKS images. FraimWRX relies on … Redis, Apache Kafka, Spark, HBASE and HDFS. Risk technology are using Kubernetes to deploy fraimWRX with a Python. An in-house .NET based application layer integrates the FRA into MUFG proprietary systems. Risk Technology has evolved rapidly over the last few years as new regulation and industry change is being introduced post the financial crisis. The Risk More ❯

on the ground authenticity at the heart of everything we do, our comprehensive array of commercial products and services enable you to work directly with our clients, across hedging, risk management, execution and clearing, OTC products, commodity finance and more. Payments : A Swift-accredited service bureau and member, our Payments division provides NGOs, institutions and non-profits the ability … efficiently. From strategic marketing and financial management to human resources and operational oversight, you'll have the opportunity to optimize processes and implement game-changing policies. Position purpose: The Risk Valuation Group is responsible for understanding, implementing and ensuring uniform valuation processes, practices and modelling across all StoneX entities. The group also works closely with the Market Risk … transactions to exotic options across almost all asset classes with a heavy emphasis in currencies, energy, metals, and soft commodities. This role will work in coordination with the London Risk Valuations Team and the broader US-based Risk Valuation group. Responsibilities Primary Accountabilities: Develop complete understanding of firm-wide trading positions, systems, models, data inputs and pricing sources More ❯

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 risk analytics 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 Risk Analytics - 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 Risk Analytics 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 Risk Analytics – 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 Risk Analytics 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 ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics 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 ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics 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 ❯

This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description Risk Analytics - Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics 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 Risk Analytics, 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 Risk Analytics – 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 Risk Analytics 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 ❯

Social network you want to login/join with: Head of Quantitative Risk Analytics, london (city of london) col-narrow-left Client: Cornwallis Elt Location: london (city of 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 Risk Analytics – 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 Risk Analytics group. In … 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 More ❯

Role: Senior C# Engineer – Risk Analytics Location: London, UK Industry: Hedge Fund/Asset Management Employment: Full-time Hybrid A leading global multi-strategy investment firm is looking for a Senior C# Engineer to join their Risk Technology team , focused on building critical risk analytics infrastructure. This platform is used extensively across the firm by … risk managers and investment teams, supporting high-throughput, low-latency processing of complex financial datasets. You will be part of a collaborative, high-performing team that values technical expertise, clean architecture, and scalable solutions. The ideal candidate is an experienced engineer with strong C#/.NET skills, deep systems design knowledge, and familiarity with risk modelling or analytics. … Key Responsibilities Designing and building performant, scalable risk analytics platforms that operate at scale Partnering closely with risk managers and engineers to evolve the firm’s risk infrastructure Contributing across the full development lifecycle - from architecture and design through to deployment and optimisation Ensuring robustness through high test coverage, automation, and best-in-class design patterns More ❯

Role: Senior C# Engineer – Risk Analytics Location: London, UK Industry: Hedge Fund/Asset Management Employment: Full-time Hybrid A leading global multi-strategy investment firm is looking for a Senior C# Engineer to join their Risk Technology team , focused on building critical risk analytics infrastructure. This platform is used extensively across the firm by … risk managers and investment teams, supporting high-throughput, low-latency processing of complex financial datasets. You will be part of a collaborative, high-performing team that values technical expertise, clean architecture, and scalable solutions. The ideal candidate is an experienced engineer with strong C#/.NET skills, deep systems design knowledge, and familiarity with risk modelling or analytics. … Key Responsibilities Designing and building performant, scalable risk analytics platforms that operate at scale Partnering closely with risk managers and engineers to evolve the firm’s risk infrastructure Contributing across the full development lifecycle - from architecture and design through to deployment and optimisation Ensuring robustness through high test coverage, automation, and best-in-class design patterns 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 risk analytics 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 risk analytics, 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 ❯

for a career move that will put you at the heart of a global financial institution? Then bring your analytical and project management skills to Citi's wholesale credit risk analytics technology team. The wholesale credit risk analytics team is responsible for supporting various internal and regulatory credit stress testing and reserves/capital adequacy forecasting … mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Team/Role Overview The Wholesale Credit Risk Business Analyst works with Risk, Finance and Technology stakeholders globally to facilitate the system implementation of new credit loss models and maintenance of existing models supporting Citi's … activities of technology teams in various organizations within the bank during project development, Working with end users to facilitate product validation including functional and numerical testing of complex credit risk models Conduct project team meetings Analyze data using SQL and python and other tools to ensure data quality and accurate calculation results What we'll need from you A 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 risk analytics? 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 ❯

sales team success. Key words: sales director, head of sales, sales manager, VP sales, sales leader, hedge funds, buy side, asset management, investment management, portfolio management, data management, investment analytics, risk management, portfolio construction, portfolio analytics, performance attribution, risk analytics, OMS, regulatory reporting, OMS, accounting, client reporting, front office, middle office, back office. More ❯

Apply today and be part of something bigger. Location: UK/South Africa Job Description : Valterra Platinum Marketing IM requires an experienced lead software developer with knowledge of trading risk management (some or all of market risk, credit risk, KYC, exposure monitoring, operational risk, compliance, master data management, and regulatory reporting) with exposure to the full … trade lifecycle for physical and financial trading and marketing to join our team. The Specialist IM Middle Office will serve as the design & development lead for the risk reporting applications, P&L reporting systems, sales operations, counterparty management systems and compliance platforms, while also supporting other development verticals as required. They will define the direction and scope of the … this area. The role holder will contribute to setting the technology strategy, roadmap and design-direction for software systems (in-house build and commercial off the shelf) in the risk reporting function. They will be a trusted advisor and innovation partner to the Marketing business and combine expert knowledge of the technologies and the applications estate across the commodity More ❯

Structured Products, and Futures to design, build, and optimize pricing models, execution strategies, and market integration tools. As the lead quantitative expert, you will drive innovation in pricing and risk management frameworks, develop new financial instruments, and work closely with cross-functional teams including trading, liquidity, and development. This is a hands-on role requiring strong mathematical acumen, financial … a global trading environment. Key Responsibilities: Lead the development of pricing models and execution algorithms for Spot FX, CFDs, Futures, and Structured Products. Design and optimize proprietary pricing engines, risk models, and algorithmic trading systems. Integrate market data sources, liquidity providers, and prime brokers to ensure real-time pricing and execution. Work closely with trading desks and liquidity teams … with API-driven trading systems, order book dynamics, and market microstructure. Proficiency in Python or other programming languages used in financial modeling and analytics. Solid background in quantitative modeling, risk analytics, and execution logic optimization. Familiarity with integrating real-time market feeds and developing quant-based hedging/risk control frameworks. Excellent communication and cross-team collaboration More ❯

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 risk analytics 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 ❯

generation AI/ML-driven investment platform. This is a rare opportunity to join at inception and shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data … with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools Experience working in fast-paced, collaborative environments with agile methodologies. Nice More ❯

Join to apply for the Risk Analytics Manager role at DV Trading LLC . 5 days ago Be among the first 25 applicants. About Us: Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 450 people operating throughout North America and in Europe. Since spinning … out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a … burgeoning investment adviser. Overview: We are looking for a Risk Analytics Manager to join our Risk team. This role is critical in ensuring the integrity of both input and output data across our in-house and third-party risk systems. The ideal candidate will have a strong background in risk management, combined with hands-on More ❯

Business Bank, and is backed by prestigious equity investors including Northzone, Barclays Bank and Mouro Capital (owned by Santander Bank). About The Role We're looking for a Risk Analytics & AI Lead to take charge of credit analytics across our portfolio of lending products - including Invoice Finance, Embedded PayLater, and Term Loans - with a particular focus … on optimising decision science and our risk models. You will also lead on incorporating the latest developments in AI to our analytics and risk data science approach. This is a high-impact, cross-functional role that will be central to shaping credit risk strategies, redesigning core risk capabilities, driving portfolio performance, and supporting investor confidence. … will work closely with internal teams including Product, Data Science, Engineering, and Capital Markets, and provide critical insight to senior leadership and external investors. What You'll Do Lead Risk Analytics Strategy and Decision Science: Own and evolve the credit risk framework across originations, portfolio management, and collections for multiple lending products. Utilise AI across everything that More ❯

Head of Syndication & Financing Risk Tech Delivery Join to apply for the Head of Syndication & Financing Risk Tech Delivery role at myGwork - LGBTQ+ Business Community Job Overview We are seeking a tech leader with expertise in risk analytics, data solutions, and AI automation to lead the development of innovative Risk, Analytics, and Data solutions … for our Syndication and Financing Risk business. This role involves collaborating with engineering, data science, product, and business teams to deliver advanced platforms and tools that improve decision-making and risk assessment. Key Responsibilities Technology & Solution Delivery: Design and implement Risk, Analytics, and AI-driven solutions for credit risk and financing. Data & AI Innovation: Use … machine learning, automation, and analytics to enhance risk processes. Platform & Infrastructure Development: Build and optimize data pipelines and analytics platforms. Cross-Functional Collaboration: Work with various teams to ensure seamless project execution. Skills and Qualifications Expertise in data management, analytics platforms, and risk analytics. Proficiency in Python, AI/ML tools, cloud platforms, and modern More ❯