Quantitative Risk Manager

Location: London

Salary: £100k + bonus + benefits (No sponsoring for this role, unfortunately)

The Role:

We are working with a leading derivatives broker who are seeking a Quantitative Risk Manager to support the Head of Financial Risk. Responsibilities include optimising and refining existing models, as well as proposing entirely new models and approaches.

The role has significant exposure to senior management. You will work closely with the Model Validation, Regulatory Capital, Treasury, Trading, Credit Operations, Enterprise Data and Technology teams.

Experience:

• End-to-end management of credit, market, capital, and liquidity risk profiles
• Knowledge of Equities / Derivatives products
• Proven ability to validate and refine existing risk models
• Experience in proposing and developing new risk models
• Proficiency in Python for data analysis and model development
• Experience with SQL for database management and querying
• Experience working closely with senior management and cross-functional teams including Model Validation, Regulatory Capital, Treasury, Trading, Credit Operations, Enterprise Data, and Technology.
• Familiarity with GitLab for version control and collaboration (preferred)
• Knowledge of MongoDB for handling non-relational databases (preferred)

We look forward to reviewing your CV soon.