Market Risk Jobs

• Risk Officer

  • Brussels, Belgium
  • Negotiable
  • Posted 6 days ago

  For our client, a fast growing international FinTech, we're currently recruiting a Risk Officer to be based in Brussels. As the business is growing fast, they're expanding their risk department and are looking for a pioneer who wants to take it to the next level. About the role: In this new role you will be responsible for the company risk manag...

  Save Job Apply Now Read More
• Compliance Manager

  • Dublin, Republic of Ireland
  • €85000 - €90000 per annum
  • Clients
  • Posted 11 days ago

  A global financial services organisation seeks to appoint a compliance manager in Dublin to support their group function. The role will provide advice and assistance on compliance issues to various business areas, assisting the Group Compliance Officer in day-to-day compliance activities and delivering regulatory projects, liaising with key stak...

  Save Job Apply Now Read More

  

• Quantitative Risk Manager - 12 months FTC

  • London, England
  • Negotiable
  • Posted 13 days ago

  This role is part of the LIBOR Transition Programme in the Quantitative Modelling team. You will be responsible for delivering changes to existing market risk, structural and counterparty credit risk models - or creating new ones - required for a successful transition to new risk-free rates. You will gain understanding of how each methodology wo...

  Save Job Apply Now Read More
• Quantitative Developer (FX Options / Commodities)

  • London, England
  • Negotiable
  • Posted 19 days ago

  Responsibilities: Development and extension of existing MXG Flex libraries to support Murex 3.1 Global, e.g. integrate new risks, new models, new products Development and extension of existing VOL API and Market Operations Services Extension of existing flex libraries to support Murex 3.1 Turkey Improve reconciliation process Integrate PTSs (MXG...

  Save Job Apply Now Read More
• Senior Quantitative Analyst (Market Risk/Traded Risk)

  • London, England
  • Negotiable
  • Posted 20 days ago

  This role is part of the LIBOR Transition Programme in the Quantitative Modelling team. You will be responsible for delivering changes to existing market risk, structural and counterparty credit risk models - or creating new ones - required for a successful transition to new risk-free rates. You will gain understanding of how each methodology wo...

  Save Job Apply Now Read More