Quant Market Risk Manager

Overview

In this role you will shape and elevate market risk practices for a major global exchange, focusing on commodities risk across multiple asset classes. You will drive improvements to risk models, processes, and infrastructure while maintaining alignment with regulatory standards and business needs. You’ll lead projects to implement new risk tools, collaborate on policy development, and communicate risk issues to senior management. This is a hands-on, ownership-driven position at the heart of risk decision-making.

Responsibilities

• Identify and scope improvements to risk models, processes, and infrastructure (commodities focus)
• Design and implement enhancements to models and risk infrastructure; act as project lead
• Balance regulatory compliance with commercial requirements in risk framing
• Ensure framework and policies adhere to regulatory and industry standards
• Monitor model performance and assess model appropriateness to demonstrate policy adherence
• Conduct mathematical/statistical analysis to calibrate and enhance risk models
• Collaborate on policy and methodology development
• Document risk policies and models for clearing members, regulators, and governance bodies

Key requirements

• MSc in Physics, Mathematics, Quantitative Finance or Financial Engineering
• Strong mathematical knowledge
• 5 years experience in a Fund or Investment Bank
• Strong knowledge of financial derivatives across multiple asset classes
• Proven ability to apply risk management models and techniques (VaR, Liquidity Risk, backtesting, stress testing)
• Proven ability to conduct research, analyze problems, and implement solutions independently
• Excellent written and verbal communication skills; comfortable presenting risk to senior management
• SQL and Python or ability to code in C++ / R / C#

• Excellent written and verbal communication
• Ability to take ownership and work independently
• Strong collaboration and cross-functional communication
• SQL
• Python
• C++

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