Market Risk / CCR – Quant Analyst (AVP/VP Level)

Overview

As a senior member of the Market Risk Advisory practice, you apply advanced quantitative methods to assess risk, build and validate models, and advise on regulatory requirements. You will lead multi-disciplinary engagements, mentor teams, and help clients make strategic risk decisions. The role blends modelling excellence with client leadership, business development, and thought leadership in risk methodologies. This is a collaborative, inclusive environment with opportunities to work on high-impact projects for leading financial institutions.

Pay / Benefits

• continuous professional development with tailored training and mentorship
• dynamic, collaborative, inclusive work environment
• diversity, equity & inclusion initiatives

Responsibilities

• Lead multi-disciplinary engagements and manage client relationships
• Provide advanced quantitative analysis and modelling to address market risk challenges
• Develop, validate, and implement quantitative risk models (e.g., cVaR, CCR, xVA)
• Provide thought leadership on quantitative methodologies and regulatory requirements (Basel III/IV, FRTB) and derivatives pricing techniques
• Lead project teams, mentor junior members, and ensure high-quality delivery
• Support business development by identifying opportunities and developing proposals

Key requirements

• 3–8 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services
• Experience in derivatives pricing, stochastic modelling, statistical methods including AI/ML, and programming (Python, R, C++)
• Excellent analytical and problem-solving skills with ability to translate complex concepts to non-technical stakeholders

• collaborative
• strong communication
• leadership and people management
• Python
• R
• C++

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