
Quantitative Analysis - Market Risk - Associate Director
- United Kingdom
- Permanent
- Full-time
- Lead small and large multidisciplinary engagements and manage client relationships, provide advanced quantitative analysis and modelling to address complex market risk challenges
- Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA)
- Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices
- Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery
- Support business development initiatives, including identifying new opportunities and developing proposals
- Minimum of 7-10 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services
- Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++)
- Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders
- A dynamic, collaborative, inclusive work environment
- Opportunities to work with leading global financial institutions on challenging and impactful projects
- Continuous professional development with tailored training and mentorship