Job Description My leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You'll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative solutions in climate risk...
We are seeking a highly analytical and motivated Quantitative Risk Analyst to join the Risk team at a leading quantitative hedge fund. The successful candidate will work closely with portfolio managers, traders and developers to monitor, model and mitigate risks across a broad range of liquid asset classes. Key Responsibilities - Develop and maintain risk models, stress-testing frameworks and...
We are seeking a highly analytical and motivated Quantitative Risk Analyst to join the Risk team at a leading quantitative hedge fund. The successful candidate will work closely with portfolio managers, traders and developers to monitor, model and mitigate risks across a broad range of liquid asset classes. Key Responsibilities - Develop and maintain risk models, stress-testing frameworks and...
We are seeking a highly analytical and motivated Quantitative Risk Analyst to join the Risk team at a leading quantitative hedge fund. The successful candidate will work closely with portfolio managers, traders and developers to monitor, model and mitigate risks across a broad range of liquid asset classes. Key Responsibilities - Develop and maintain risk models, stress-testing frameworks and...
Location/Office Policy: Dublin, London, Northampton, Belfast (3 days onsite) What is the role This role is positioned within the IFRS9 Team in Risk Analytics as a Quantitative Risk Manager. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal capital and business decision making. Risk Analytics is part of the Risk...
We are working with an international specialty insurer looking to hire a Quantitative Risk professional to support their capital and risk management framework. If this sounds like something that would interest you, apply here! Key Focus: - Validation of economic capital models, including a Lloyd’s Syndicate Model - Risk appetite monitoring, reporting and dashboard development - Contribution...
We are working with an international specialty insurer looking to hire a Quantitative Risk professional to support their capital and risk management framework. If this sounds like something that would interest you, apply here! Key Focus: - Validation of economic capital models, including a Lloyd’s Syndicate Model - Risk appetite monitoring, reporting and dashboard development - Contribution...
Job Description Senior Quantitative Model Risk Associate Business Area: Financial Risk Place of Work: London Contract Type: Fixed Term Contract When you join USS, the size and scale of our pension scheme means you will have numerous opportunities to learn and develop your career. Given our size you'll have real autonomy and influence as you collaborate closely with a wide-ranging team of...
We are working with an international specialty insurer looking to hire a Quantitative Risk professional to support their capital and risk management framework. If this sounds like something that would interest you, apply here! Key Focus: - Validation of economic capital models, including a Lloyd’s Syndicate Model - Risk appetite monitoring, reporting and dashboard development - Contribution...
Job Description Salary: Competitive Location: London Summary: A chance to join a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. They are a technology- and data-driven group implementing a scientific approach to investing. The Risk team builds and maintains tools to support risk analysis and reporting for their trading business....
An international financial institution in London is seeking a Quantitative Developer to be a core member of the quantitative development team. You will design and maintain the software infrastructure used by risk teams, ensuring high performance and reliability. The role requires strong proficiency in both C++ and Python, experience with development environments, and knowledge of quantitative...
Quantitative Developer, Counterparty Credit Risk, AVP Join to apply for the Quantitative Developer, Counterparty Credit Risk, AVP role at Citi. Are you a talented and meticulous quantitative developer eager to contribute to cutting‐edge analytical models for derivatives risk and exposure? Citi is seeking a Quantitative Developer to join its Counterparty Credit Risk Quant Development Team, a key...
A global quantitative trading firm seeks an experienced Senior Risk Manager to lead their EMEA Risk Team. In this role, you will shape the firm's risk management framework, drive innovation in risk analytics, and collaborate with various teams to ensure effective oversight of portfolio risks. The ideal candidate will possess over 10 years of experience in risk management and a strong quantitative...
Are you a talented and meticulous quantitative developer eager to contribute to cutting-edge analytical models for derivatives risk and exposure? Citi is seeking a Quantitative Developer to join its Counterparty Credit Risk Quant Development Team, a key group within the Markets Quantitative Analysis (MQA) Organization. This dynamic role offers the opportunity to contribute across the entire model...
A leading global financial services firm is seeking a Model Risk Associate to join their team in London. This role involves analyzing complex pricing models, developing performance metrics, and collaborating with various teams to mitigate model risks. Ideal candidates should have a strong background in probability theory, quantitative models, and programming skills in C/C++ and Python. The...
Quantitative Analyst/Data Scientist – Investments London – Hybrid Up to £100,000 + Bonus About the Role We are working with an investment company specialising in the credit and lending space. They are seeking a Quantitative Analyst/Data Scientist to join their growing Credit & Asset-Backed Finance team. This is an opportunity to be part of a specialist group focused on complex, non-corporate...
Quantitative Risk Analyst – Contract (Inside IR35) Location: London Day Rate: £300–£375 per day (Inside IR35, Umbrella rate) A leading financial markets organisation is looking for a Quantitative Risk Analyst to support ongoing development and refinement of its margin and risk models. This role is ideal for a highly analytical researcher with strong technical skills and a deep academic...
What are we building? Hard Rock Digital is a team focused on becoming the best online sportsbook, casino, and social gaming company in the world. We're building a team that resonates passion for learning, operating, and building new products and technologies for millions of consumers. We care about each customer's interaction, experience, behavior, and insight and strive to ensure we're always...
Job Description Location: London About the Role: Quantitative Developer wanted to join a high-impact risk engineering team at a leading Quant Fund. This role focuses on building and optimizing computational frameworks that power portfolio construction, stress testing, and risk decomposition across multi-asset strategies. You will work closely with risk managers and investment teams to deliver...
A leading financial institution located in Greater London is seeking a Quantitative Developer to enhance their software infrastructure and toolsets. You will work closely with the Quantitative Risk Analytics team, ensuring high-performance code and adherence to coding standards. The ideal candidate will have over 3 years of experience using Python and C++, alongside a Master's in Finance or...