Market Risk Senior Associate - Model Risk Management

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:


  • Contact:

    Phoebe Cheung

  • Contact email:

  • Job ref:

    PCH - Risk_1590760234

  • Published:

    about 1 year ago

  • Expiry date:


  • Consultant:


My client, a top tier financial services institution based in London is looking for a permanent Market Risk Senior Associate. This will be an ideal role for someone with a strong Market Risk technical or quantitative background. You will be working across interest rates, equities, FX products.


  • Margin Models/Pricing Models/Back Testing & Performance
  • Default Funds - Stress Testing/ Default Funds - Sizing and allocation
  • Exposure Management/ Default Management
  • Risk Change
  • Projects & Systems
  • BAU Reporting
  • New Product Approval (NPA)
  • Regulatory Radar/ Operational Risk/ Compliance & Internal Audit


  • Minimum Master Degree in quantitative finance, mathematics, economics or science-related disciplines
  • Minimum 3 to 5 years experience in a quantitative or technical market risk role in investment bank or financial services
  • Good product knowledge in cross asset class (ideally Interest rates swaps, FX)
  • Very strong knowledge in market risk, VaR calculation, time series, RNiV, Expected short fall, option pricing, understanding of VaR & pricing models
  • Proficiency with Python or R/Matlab/C++ and SQL
  • Extensive exposure to financial securities and markets.
  • Experience of risk exposure measurement, evaluation and management.

Please send your CV to in subject quote "MR Senior Associate"

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