Market risk jobs

Robert Walters recruits for permanent and contract market risk jobs throughout the United Kingdom. View the market risk job vacancies we are currently recruiting for below.

 

Search Results

Non-Trading Book Model Validation

Salary: Negotiable

Location: London

Date Posted: 06 December 2016

Several banks are hiring candidates across the AVP and the VP level for model validation and governance roles to validate or audit models in the wholesale and retail credit risk, non-traded market risk, stress-testing models, operational risk and impairment. These roles may become more specialised over time but team members must be able to adapt to shifting work loads across areas.
Non-Trading Book Model Validation

Salary: Negotiable

Location: London

Date Posted: 06 December 2016

Several banks are hiring candidates across the AVP and the VP level for model validation and governance roles to validate or audit models in the wholesale and retail credit risk, non-traded market risk, stress-testing models, operational risk and impairment. These roles may become more specialised over time but team members must be able to adapt to shifting work loads across areas.
Senior VP - Portfolio Market Risk Manager

Salary: Negotiable

Location: City of London

Date Posted: 06 December 2016

An exciting new role is available in a leading bank based in London City. The role is for a Senior VP in the Portfolio Market Risk and Stress Testing division. You will have previous experience in front office market risk management with ability to quantify the cross asset market risk appetite for the entire trading book. This requires you to be analytical with a solid understanding of market factors across multiple asset classes.
Exotic Equity Market Risk Manager

Salary: Negotiable

Location: City of London

Date Posted: 24 November 2016

An exciting new role for VP Equities Exotic Market Risk Manager has become available at a global leading American Investment Bank based in Canary Wharf. The role is a hands on risk management roles sitting on the trading desk and dealing with limit breaches, strategic risk advisory and regulatory management. The traded book includes Equity Exotics, the Equity Swap business and various other structured product desks.
Investment Risk Manager

Salary: Negotiable

Location: London

Date Posted: 22 November 2016

There is an exciting and rare new Investment Risk Manager - Fixed Income available for a leading asset management firm based in Central London. This is in a dynamic team whose ethos is creative quantitative risk management. The team has hands on exposure to and strong relationships with fund managers. The nature of this role and expectations of the team demands you to have a quantitative mindset, programming ability and good knowledge of derivatives.
Liquidity Risk Analyst

Salary: £45000 - £60000 per annum

Location: London

Date Posted: 22 November 2016

One of the leading financial services institutions based in London is currently looking for a Liquidity Risk Analyst to join their Global Funding Team, to support management of the organisations effective funding strategies whilst maintaining associated risks.
Exotic Equity Market Risk Manager

Salary: Negotiable

Location: City of London

Date Posted: 18 November 2016

An exciting new role for VP Equities Exotic Market Risk Manager has become available at a global leading American Investment Bank based in Canary Wharf. The role is a hands on risk management roles sitting on the trading desk and dealing with limit breaches, strategic risk advisory and regulatory management. The traded book includes Equity Exotics, the Equity Swap business and various other structured product desks.
Markets Quantitative Analyst

Salary: £500 - £750 per day

Location: London

Date Posted: 16 November 2016

A Global Investment Bank based in London is looking to hire a Quantitative Analyst to join the Model Review and Validation risk management team. The purpose of the role is to independently review risk and pricing models, actively participate in the on-going model validation and governance of these models, and lastly provide the quantitative risk analytical support to strategic projects focused on delivering RWA capital savings across the current model inventory utilised by the Bank.
Counterparty Quant

Salary: Negotiable

Location: City of London

Date Posted: 15 November 2016

A new opportunity has arisen Counterparty Quant role at a leading banking institution based in London City. The role has coverage across the development of pricing, capital and counterparty models for the front office trading book including CVA/FVA/XVA modelling. This is an excellent opportunity to join a highly quantitative team at the leading edge of changes in current banking regulation and methodologies.
Counterparty Traded Risk Specialist

Salary: Negotiable

Location: City of London

Date Posted: 04 November 2016

An exciting new opportunity has become available in a leading bank based in the City of London. The role sits within the Risk Management function and is a Senior Counterparty Risk Manager. This role is set with the task of rolling out an entirely new infrastructure to manage counterparty exposures to the front office. You will have extensive counterparty credit experience and the ability to manage a large infrastructure change and move into a line BAU management role.