VP - Traded Risk Quantitative Analyst

Barclay Simpson; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

An established industry player is seeking a highly motivated quantitative risk management professional to join their EMEA Risk Analytics team as a VP. This role offers a unique opportunity to engage in high-profile projects while ensuring the integrity of transactions and protecting stakeholders. You will be responsible for developing and governing methodologies for regulatory capital, collaborating with front and back-office teams, and participating in the new product approval process. If you have a strong background in risk management and are eager to contribute to a dynamic team, this position is perfect for you.

Qualifications

• Strong background in quantitative risk management essential.
• Prior experience at VP level in market or counterparty risk modeling required.

Responsibilities

• Ensure methodologies for regulatory capital are developed and governed.
• Liaise with FO and Finance teams for model consistency with regulations.
• Participate in initiatives to implement changes in regulatory capital methodology.

Skills

Quantitative Risk Management

Analytical Skills

Communication Skills

Interpersonal Skills

Education

Degree in Finance or related field

Job description

This range is provided by Barclay Simpson. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Direct message the job poster from Barclay Simpson

Recruiter of risk quants across 1st and 2nd LOD's covering all risk stripes.

Are you passionate about risk management and thrive in a dynamic and challenging environment? Do you want to be part of a team that ensures the integrity of transactions while protecting stakeholders and business operations? If so, we have an exciting opportunity for you!

My client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA Risk Analytics team as a VP. You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office areas.

The focus of the role will be to ensure that the methodologies and models used for calculating regulatory capital are developed and governed according to internal and external policies. Additionally, you will liaise closely with FO and Finance teams to ensure that models used for financial reporting are consistent with regulatory requirements, our overall risk framework, and industry best practices. You will participate in EMEA wide initiatives to implement upcoming changes in regulatory capital methodology and conduct ongoing reviews on risk methodology by liaising with relevant risk managers. You will also be involved in the development of valuation models for the firm’s securities portfolio, primarily IR and FX. In addition, you will provide risk expertise to the new product approval process and be a key member of the risk system development committee.

To be successful in this role, you should have a strong background in quantitative risk management and a deep understanding of industry best practices. You should also be a self-starter with excellent analytical, communication, and interpersonal skills. Prior experience at VP or equivalent level in market or counterparty risk modelling in a financial institution or consulting firm is essential.

If you are excited about the prospect of being part of a team that ensures the integrity of transactions while protecting stakeholders and business operations, we encourage you to apply for this exciting opportunity. We look forward to hearing from you!

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance
• Investment Banking