We are seeking a highly analytical and technically strongQuantitative Risk Analyst to join a fast-growing trading platform. This role sits at the core of the firm's risk engine, supporting real-time exposure monitoring, margin methodologies, and model development across multiple asset classes.
You will work closely with trading, technology, and risk teams to design and enhance quantitative risk frameworks that ensure market integrity and capital efficiency.
Key Responsibilities
- Develop and enhance real-time risk and margin models for exchange or OTC-traded products
- Design stress testing, VaR, and scenario analysis frameworks across multi-asset portfolios
- Monitor intraday exposure, concentration risk, and liquidity metrics
- Validate pricing models and risk methodologies for derivatives and structured products
- Collaborate with engineering teams to implement scalable, production-grade risk systems
- Support regulatory reporting and model documentation requirements
- Contribute to new product risk assessment and onboarding processes
Requirements
- Advanced degree in Quantitative Finance, Mathematics, Physics, Engineering, or related field
- Strong programming skills (Python required; C++ / Java advantageous)
- Solid understanding of derivatives pricing, market risk, and margin methodologies
- Experience with VaR (historical, parametric, Monte Carlo), stress testing, and scenario modelling
- Knowledge of exchange risk engines, CCP margin models, or trading platform risk infrastructure preferred
- Strong communication skills with ability to interact with traders and senior stakeholders
Preferred Background
- Experience within a trading platform, exchange, hedge fund, proprietary trading firm, or investment bank
- Familiarity with risk capital frameworks and regulatory expectations
- Experience handling high-frequency or real-time risk calculations
Interested candidates are invited to apply via LinkedIn or submit their CV for consideration. All applications will be treated with strict confidentiality.
