Quant Risk - Traded & Counterparty Risk

RAW Search; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

RAW Search is seeking a risk/quant expert with a strong background in quantitative and traded risk for a permanent role in London. The ideal candidate will have hands-on experience with counterparty credit, exposure risk and product-level risk across derivatives.

The role requires the ability to convey complex topics to senior stakeholders and collaborate with risk, analytics and model teams to drive robust risk insight.

Qualifications

• Strong technical understanding of traded products and risk.
• Experience with SA-CCR, SA-CVA and/or IMM.
• Exposure modelling, collateral and netting.
• Experience across quantitative and traded risk.

Responsibilities

• Explain complex risk topics clearly to senior stakeholders.
• Collaborate with risk, model development and analytics teams.
• Apply quantitative methods to traded risk and exposures.
• Contribute to model development, validation or remediation.

Skills

Counterparty risk

Exposure modelling

Traded products

Derivatives

Model validation/remediation

Stakeholder communication

Job description

We are working on a new opportunity for a leading financial services organisation looking to add someone with a strong background across quantitative and traded risk.

We’re particularly interested in people with experience across some of the following:

• Counterparty credit and exposure risk
• SA-CCR, SA-CVA and/or IMM
• Exposure modelling, collateral and netting
• Traded products and derivatives
• Model development, validation or remediation

You could currently sit within a bank, consultancy, risk function, model risk team or quantitative analytics environment.

The important part is a strong technical understanding of traded products and risk, combined with the ability to work with senior stakeholders and explain complex topics clearly.

London | Permanent