Quant Risk Manager

Overview

In this role you will shape risk management practice for a major global clearing house. You will lead day-to-day risk activities while driving enhancements to models, processes, and infrastructure. You will balance regulatory requirements with commercial needs and report risk insights to senior stakeholders. This position offers ownership of risk tools and methodologies within a dynamic, cross-functional team.

Responsibilities

• Identify areas to improve risk models, processes, or infrastructure.
• Design and implement improvements; act as project lead to completion.
• Balance regulatory standards with business requirements.
• Ensure adherence to risk framework and policies across regulatory and industry standards.
• Monitor model performance tests and validate model appropriateness.
• Conduct mathematical/statistical analysis to calibrate and enhance models.
• Collaborate on policy and methodology development.
• Document risk policies and models for committees, regulators, and governance bodies

Key requirements

• Experience in a comparable quantitative modelling or analytics role
• MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field
• Strong mathematical knowledge
• Experience in risk management and/or risk systems, ideally in investment banks, hedge funds, or clearing houses
• Strong knowledge of financial derivatives across multiple asset classes
• Proven ability to apply risk models such as VaR, liquidity risk, backtesting, and stress testing
• Proven research, problem-solving, and independent solution implementation abilities
• Excellent written and verbal communication skills; comfortable presenting risk issues to senior management
• SQL and Python

• Strong communication abilities
• Independent and proactive
• Collaborative mindset
• Value at Risk models
• Liquidity risk models
• Backtesting

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