Manager - Market Risk Modelling

UK – London
James Howl-Newton
Job Ref
  • Risk consultancy business focussed on the Finance sector
  • Company structure that encourages entrepreneurialism and agility

The company

The client is an international risk consultancy with a focus on the finance sector. Supporting banks, asset managers, insurance companies and hedge funds to manage complex projects and develop faster models and better methodologies to give their clients a competitive edge.
The business is international, with offices in London, across Europe and in New York.

An attractive employer with minimal middle-management, encouraging an entrepreneurial and cohesive working environment for their teams.

The role
The successful candidate will work on varied projects, with clients from multiple industries and will be responsible for the following deliverables:
  • Development of models and methodologies within Market Risk e.g. VaR backtesting, P&L attribution, DRC, FRTB-CVA
  • Design and implementation of solutions supporting the transition to FRTB
  • Management of projects and sub-projects as well as providing mentoring for consultants
  • Active involvement in our market development and project acquisition activities
  • Continuous expansion of your professional network
Your profile
  • Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
  • Experience should be directly from a modelling or analytics role, rather than from the management of market risk 
  • Candidates from both the banking industry and consulting sector will be considered
  • Knowledge of current and upcoming regulation e.g. FRTB
  • Proficiency in object-oriented programming languages such as Python
  • Desire to perform, natural curiosity and an ability to assimilate new skills quickly
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James Howl-Newton
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