Senior Quantitative Risk Manager - VP

We are partnering with a well-established financial markets platform to hire a senior quantitative professional to lead the development of risk, margin, and pricing models, along with the analytics infrastructure supporting them. This role combines quantitative research, engineering, and market understanding, with direct impact on multi-asset risk frameworks.

Responsibilities

You will design and enhance models across margin, stress testing, credit, liquidity, and exposure, while developing derivatives pricing, volatility, and risk sensitivity analytics. A key focus will be translating these models into robust Python code and working closely with technology teams to deploy them into production environments.

The role also involves building a strong understanding of trading and post-trade processes, contributing to improvements in systems, data flows, and analytics platforms. You will collaborate closely with risk and business stakeholders to identify gaps, deliver enhancements, and communicate modelling approaches clearly.

In addition, you will be responsible for scenario analysis, model validation, and maintaining strong governance standards, with the opportunity to challenge and improve existing methodologies.

Requirements

We are looking for candidates with an advanced quantitative background and strong experience in modelling, Python development, and derivatives risk. Prior exposure to financial markets is important, along with a practical, hands-on mindset and the ability to connect models to real-world dynamics.

To Apply

Please submit your resume to Jeremy at [Confidential Information] quoting JK35481. Due to the high volume of responses, we regret that only shortlisted candidates will be notified.

Registration Number: R1113423

License Number: 16S8060