Liquidity & Market Risk (Quantitative)

Senior Associate – Liquidity & Market Risk (Quantitative) We are working with a global FS firm, hiring a Senior Associate to join its Liquidity & Market Risk team. The role sits in a group responsible for stress testing and liquidity impact analysis

Senior Associate – Liquidity & Market Risk (Quantitative)
Location: London

We are working with a global FS firm, hiring a Senior Associate to join its Liquidity & Market Risk team. The role sits in a group responsible for stress testing and liquidity impact analysis

• You will run and improve liquidity and market risk stress tests on the firm’s core services, using in‑house applications and scripted processes in Python, R and SQL. You will help design and refine scenarios, check results and turn outputs into clear presentations for senior stakeholders and regulators.
• You will carry out liquidity impact analysis for strategic initiatives and new services, assessing how changes to products, currencies or membership affect liquidity and market risk. This involves close interaction with colleagues in Risk, Product, Treasury and Technology.
• You will act as a model owner for a suite of internally‑developed liquidity and market risk models. That includes understanding the methodology, reading and modifying the code implementation, running regular monitoring and supporting model risk governance and documentation.
• You will also help update policies, procedures and documentation covering liquidity and market risk, stress testing and model governance, ensuring that written standards match what the models and processes actually do.

We are looking for someone with around three or more years’ experience in risk, treasury, quantitative analytics or consulting for financial institutions, with exposure to liquidity risk, market risk, stress testing or model risk. You would ideally have a STEM degree (such as mathematics, statistics, computer science, engineering, physics or quantitative finance); a Master’s degree or other advanced qualification is preferred.

Strong programming skills in Python and/or R, plus working knowledge of SQL, are essential. You must be comfortable working with complex code and large data sets, not just running pre‑built tools. You should bring excellent attention to detail, a willingness to challenge numbers and assumptions, and the ability to explain complex analysis to non‑technical colleagues.

If you meet the above set criteria, please apply or send a copy of your CV to hadjra.sohawon@robertwalters.com.

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates