Senior CCR Quantitative Analyst

Taylor Root; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading company in London offers an opportunity to join their Quantitative Counterparty Risk Team. This role emphasizes risk analysis and methodology, requiring strong quantitative skills and programming expertise. Ideal candidates will possess a background in quantitative modelling, with opportunities available for local and international applicants.

Qualifications

• Strong knowledge in Quantitative Counterparty Risk; transferable Market Risk experience a plus.
• Proven background in Quantitative Modelling.
• Experience with backtesting, collateral modelling, and initial margin models desired.

Responsibilities

• Investigate, analyze, and design risk methods considering systems and variables.
• Lead methodology projects and document requirements.
• Interact with regulatory bodies and coordinate with various teams.

Skills

Quantitative Counterparty Risk

Quantitative Modelling

Backtesting methodology

C#

C++

Python

Strong communication skills

Job description

We currently have an extremely interesting opportunity to join an excellent global setup, within their Quantitative Counterparty Risk Team on a permanent basis in London.

They are a team of quantitative modellers, covering market, liquidity and counterparty risk. The key focus on this role will be on the Counterparty side, across various asset classes, including work on IMM models, working on EEPE, CVA, Remediation and Back Testing.

This position is ideally suited to someone autonomous, able to lead naturally but more from an expert point of view than pure people management. Your skills and experience will allow for good hands on modelling with the ability to oversee, make decisions, mentor and coordinate.

The role will involve:

– Investigating, analysing and designing risk methods – to capture risks whilst taking into account systems and other variables
– Leading methodology projects, gathering and documenting requirements
– Regulatory interaction, also working with Front Office and Risk Managers.
– Working on code design, development and testing changes to implement risk methods in the risk systems.
– Working with Quality Assurance for risk measurement covering backtesting for example.
– Being part of a strong international and global set up

Skills required:

– Strong knowledge within Quantitative Counterparty Risk, although transferable Market Risk experience could also be of interest.
– Proven background and track record within Quantitative Modelling
– Backtesting methodology, but also collateral modelling and initial margin models are highly desirable
– C# or C++ and Python for designing and implementing models
– Strong communication skills, able to speak to various teams and stakeholders internally and externally

Please do get in touch now to discuss, the role is open to both local and international candidates. So this could be for either someone already established in London or a nice first role here in the UK.

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Created on 02/06/2025 by TN United Kingdom