1 to 25 of 51 Market Risk Jobs

London. The firm have experienced consistent success since inception, and remarkable growth in all markets they have entered. The firm are growing their traded risk quantitative solutions service line which is working with banks across the globe to support them in the development and validation of a range of … models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded market risk/IRRBB. The team is currently looking for talented quantitative analysts with experience of market risk (VaR, FRTB SA/IMA), counterparty risk (IMM and XVA), derivative pricing … cross asset derivatives including development and validation) and treasury risk (IRRBB, ALM, liquidity risk/stress models). Experience of climate risk models would also be useful. The work is a mix of pure advisory, resource augmentation (execution of a quant assignment on a client site), model more »

interest rate and FX risks that results from the banking book activity. We are undertaking a substantial programme of transformation in our Interest Rate Risk in the Banking Book (IRRBB) function across first and second line, operational and technological capabilities, supporting multiple business outcomes. This will drive increased sophistication … in our capabilities in risk management and oversight, working in close collaboration with other Treasury functions across strategic objectives and in delivering the business and technological architecture that will support them. This will involve substantial investment over a multi-year period, requiring strong programme delivery leadership. The IRRBB Programme … will drive the delivery across outcomes to enhance and optimise our IRRBB management capabilities.In this role, you will:• Support the Global Treasury Interest Rate Risk in the Banking Book (IRRBB) and Strategy Execution & Control teams, by managing the end-to end programme delivery for IRRBB.• Engaging with senior stakeholders more »

Are you an experienced Quantitative Developer or Analyst in the Risk Space? Do you want to work for a Global Investment Bank across all their Risk Teams? Do you want to become a Vice President? A Global investment Bank are looking for a VP Quantitative Analyst to develop … and validate their risk models across all business areas, working directly with their Chief Risk Officer EMEA. You will be part of a company with over 350 years history and a truly global reach. You will need: Significant experience in quantitative model development or validation in market risk or counterparty risk.Experience developing with Python, R and ideally some exposure to C++.Strong awareness of simulation and numerical methods. If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV. If this job isn't quite right for more »

teams? Then apply to the role today!About the teamDue to the continued growth of our reputable Quants Team, we are looking for a Market Risk QuantitativeAssociate Director to join us. The team is based in our London. You will mainly interact with banks but alsoinsurance companies, large … corporates and service companies on a variety of projects.About the role As an Associate Director, you will be in charge to go to market with the other market risks experts to develop our relationship with Investment Banks.You will work on various quantrisk projects and be in charge of … looking for?The candidate needs to have previous experience working in an investment bank.They need to have excellent technical skills and be knowledgeable in market risk.The candidate will contribute to the development of our market risk practice and needs to demonstrate the ability to develop their relationship more »

Our client is a very successful international Energy Trading company with access to key markets worldwide… The Senior Manager, Market Risk will lead the Market Risk team, supporting the business in all key market risk management matters affecting the organisation. The Market Risk team is responsible for the design and implementation of market risk control frameworks, where you will be covering both quantitative and qualitative market risk analysis as well as risk control solutions. This is a key role for risk and control for our client … in addition to the Market Risk-specific coverage, the Senior Market Risk Manager will also be expected to be involved in all key risk management matters affecting the organisation. You will partner with the other Risk and Control teams within the Middle Office function more »

the split between home/office work hours. Role Description Reporting to the Head of Treasury, you will be involved in the capital, liquidity, market risk and ALM operations of the bank. Additionally, you will support in developing the bank’s financial and operational strategy, reviewing metrics tied … to that strategy and generating financial risk and regulatory reports. Role Requirements To be very comfortable working in a small team and be versatile on the work performed Ideally a qualification in Treasury (CertBALM) Demonstrable understanding regulatory requirements (ICAAP; ILAAP, RRP) of how a bank funds its balance sheet more »

help businesses and individuals protect their assets and manage risks. What you need to know: The role involves working in the Capital Modelling and Risk Analytics Team, including the AIG Group model used for capital, risk management and portfolio management at a firm-wide level as well as … Japan, AIRCO (Bermuda) and other models. Some of the key responsibilities include: Support model parameterisation, model update, testing and review of results. Support the market risk team in the development and documentation of financial models Investigation of existing methodologies and development of new methodologies to meet business requirements. … What we’re looking for: Postgraduate degree in Mathematics or Statistics, or Actuarial student making progress towards qualification. Ideally 2+ years of experience in risk and Capital Modelling for an Insurance company. Experience of using with programming languages, such as Python, R or MatLab, and ability to learn new more »

a Snr Quantitative Analyst, you can expect to; Maintain and develop various critical performance applications Analysing client performance and efficiency Maintain and develop existing market risk models Utilise C# & SQL to develop and design programs from scratch. Handle a wide range of products from equities, FX and crypto more »

previous incumbents have gone on to become operations managers, some have joined the investment team and others have moved into areas such as treasury & market risk. The role can pay up to a £100k base salary and in the last bonus round the average bonus paid to London trade more »

Job Description Market Risk Manager Our Client is an established Bank - who are looking to recruit a Market Risk Manager with at least 5 to 10 years proven expertise. Key member of Bank's Risk team providing support to the Chief Risk Officer with … responsibility for ensuring that Market Risk is appropriate and complied with. Ensures that Market Risk tools in the Bank are fit-for-purpose and provides expert input on all Market Risk issues to the CRO and other stakeholders. Responsibilities Assist in the design of … the processes necessary to allow those responsible for primary risk monitoring and management (Line 1) to calculate key performance indicators (KPIs) in accordance with the risk appetite and risk policies approved by the Board of. This will include: Reviewing or defining the methodologies to be followed in more »

We are seeking a highly skilled and experienced Senior Market Risk Manager to lead a team responsible for overseeing the market risk of the Structured Solutions business . The business covers a number of asset classes including equity, commodity, rates, credit and FX, with derivatives from … vanilla through to exotics. The successful candidate will have extensive experience in market risk management and be instrumental in developing and implementing robust systems and processes to effectively manage market risk across the business. Key Responsibilities: 1. Team Leadership: Lead and mentor a team of market risk professionals, providing guidance and direction for: Managing market risk across the solutions business Limit setting Defining the Risk Appetite Driving development of systems and processes Supporting the business in its aims for growth Assessing new asset classes, risks and payoffs Assessing new business proposals more »

Implementation Consultant-Market Risk I am working with a leading vendor in the Financial Services industry who are searching for a Implementation Consultant specialising in Market Risk. If you have experience in a client facing role and strong knowledge of Risk including Market Risk then I would love to hear from you. This opportunity for a Risk Consultant will give you the chance to grow and learn potentially new asset classes and acquire new technical skills. In the role you will be overseeing the implementation of the software this includes risk … independently on client’s site providing business and technical support during the Implementation process. Requirements for the role: Proven strong subject matter expertise in market risk Strong technical skills including SQL Prior experiences as a technical risk consultant Excellent communication and presentation skills with a keen attention more »

of line and/or cash is available to be invested. Making timely portfolio rebalancing decisions to maintain target asset allocation based on changing market conditions and portfolio objectives. Oversight of cash and foreign exchange balances to maintain sufficient liquidity for regular withdrawals and fees. Conduct regular client portfolio … reviews to ensure asset allocations are in line with the agreed risk profile and investment policy statement. Communicate with the tax team and produce tax specific reports (e.g., realised & unrealised capital gains) to ensure that client tax positions are considered when rebalancing portfolios and raising cash. Utilising performance analysis … income levels, implementing necessary adjustments. Client Relationship Management: Cultivate and maintain strong relationships with Advisers and clients in order to understand their investment goals, risk tolerance and evolving needs. Examples include: Attending client meetings to discuss portfolio performance, investment strategies and any updates or changes to their investment plans. 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 market risk 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 »

TO: Supporting the trading of Non-Ferrous metals (mainly aluminium and copper) in accordance with the operations policy, and within approved trading limits. Support risk management processes (market, credit, legal, tax, etc.) appropriately and always seek to minimize the risk. Support non-ferrous metal trading with suppliers, customers … and other parties, to include, market risk, credit control, contract terms and conditions, laws and regulations, duties and taxes including VAT. Support the daily close of the position and position monitoring. Support hedging of daily position including FX exposures and averaging and sending of pricing confirmations of same … the trading system. Provide details, data and information of trading required by others. Initiate new counterpart KYC procedure liaising with the Legal Department and Risk Management team. Complete credit line applications and consignment credit line applications, liaising with traders and Risk team. Liaise with the risk management 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 »

Data Engineer - Azure Databricks CONTRACT - London (Hybrid) Data warehousing - Trading - Credit/Market Risk Harrington Starr is working with a leading Energy trading firm in London on an initial 6-month contract for a market-leading project. The project is signed off and they are looking to more »

Job Description Manager - Risk Reporting with Data Analytics Wholesale Credit and Market Risk (WMR) department within HBEU measures and monitors global credit and market risks arising from lending and trading activities as well as providing credit approval for corporates, financial institution and sovereign exposures. The team … them in a centralized and standardized manner. Key Accountabilities: " Understand the requirements of the regulators/senior management " Create solutions basis the knowledge of Risk systems to optimize the timeliness and accuracy of results " Explain the month on month, quarter on quarter movements in the risk metrics in … a business language " Manage stake holders in Regional and Group Risk functions, coupled with finance/business as required " Builds and maintains effective working relationships with IT & System owners " Acquire data from primary or secondary data sources to meet the reporting/analysis requirements " Identify valuable data sources and more »

of influence and base of knowledge as part of one of the largest-and growing-banks in the world. What is the opportunity? The Risk Management Department at Mizuho International is responsible for delivering an independent assessment of the risks taken across all the trading and origination activities of … the Company, and the revenue generated in relation to these risks. It is also responsible for implementing a risk management framework consistent with the Company's risk appetite and capacity of resources, in agreement with the Company's Board and Mizuho Securities. The department is led by the … Chief Risk Officer and is made up of the following teams: Market Risk Management Credit Risk Management Operational Risk Management Regulatory & Liquidity Risk Management Model Risk Management Risk Analytics Risk Reporting What will you be doing? • Primary credit risk management more »

of influence and base of knowledge as part of one of the largest—and growing—banks in the world. What is the opportunity? The Risk Management Department at Mizuho EMEA is responsible for delivering an independent assessment of the risks taken across all the business activities of Mizuho EMEA … and the revenue generated in relation to these risks. It is also responsible for implementing a risk management framework consistent with the risk appetite and capacity of resources, in agreement with the EMEA CIB strategy and senior stakeholders of Mizuho Group. The department is led by the Chief … Risk Officer and is made up of the following teams: · Credit Risk Management · Credit Portfolio Risk management · Market Risk Management & Risk Advisory · Regulatory & Liquidity Risk Management · Model Risk Management & Risk Analytics · Operational Risk Management · Risk Reporting & Risk System more »

Department Overview: Our team plays a pivotal role in providing real-time market risk analysis globally, serving as a cornerstone for effective management control in oil trading strategies. We are tasked with diligently monitoring market risk exposures related to commercial activity and reporting directly to Front … Office and Management on a daily basis. This includes scrutinizing trading profit and loss, managing market risk exposure, overseeing Derivative Clearing Accounts, and conducting pertinent ad-hoc analyses. As the primary control function within the trade cycle, we ensure precise and equitable market analysis adhering to both … in guiding commercial decisions and optimizing portfolio opportunities. Responsibilities: Collaborate closely with the Front Office team to meticulously analyse, quantify, and elucidate sources of market risk for all trading activities. Verify trade entries, encompassing physical and derivative transactions, within the CTRM system (Symphony). Provide daily reports on 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 Market Risk 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 »

to balance stakeholder management alongside team leadership and line management.The application portfolio includes applications used in the full energy trading lifecycle as well as market data management, credit risk management, market risk management, regulatory reporting, batch processing and business reporting.Salary: 65-75k basic + more »

a dynamic, collaborative, progressive, and high-performing team.Flexible working options fully supported.Job SkillsConsulting, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative MethodsAdditional Job DetailsAddress:100 BISHOPSGATE:LONDONCity:LondonCountry:United KingdomWork hours/week:35Employment Type:Full timePlatform:Wealth ManagementJob more »

QA) is a global organisation of highly specialized quantitative modellers and developers. QA is led by Shu-Wie Chen, who is a member of Risk Exco.QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital … impairments, fraud detection, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across Barclays Group.About QA MarketsThe QA Markets team is responsible for the research, development and implementation of quantitative models used by the Global Markets business. The team’s modelling work applies to … securitized products, and commodities. The team also provides all modelling required for the equity and fixed income financing business and for the capitalization of market risk and counterparty credit risk. QA Markets works very closely with our business partners, providing expert knowledge and a suite of analytics tools more »