Quantitative Associate Director- cVaR, CCR, xVA

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OverviewI am working with a leading professional services firm, seeking an experienced Associate Director to join its team. This role offers the opportunity to work with a high-performing team, delivering innovative quantitative solutions.The RoleLeading the development and enhancement of advanced market risk models (including cVaR, CCR, xVA), to support full lifecycle risk management, pricing, and regulatory capital objectives.Overseeing rigorous model validation and independent review activities, producing robust technical documentation and actionable recommendations.Providing expert guidance on derivatives pricing and risk analytics, ensuring alignment with evolving regulatory standards such as Basel III/IV and FRTB.Presenting and translating intricate quantitative findings to both specialist and senior executive audiences, supporting business-critical decision making.Staying abreast of industry trends and incorporating innovative quantitative techniques (AI/ML, Monte Carlo, etc.) into model development.Contributing to the continuous improvement of internal frameworks, risk governance, and control processes.About YouExperience in quantitative risk management, model development, validation, or related roles within banking, trading, or capital markets.Demonstrable expertise in market risk modelling, derivatives pricing, stochastic processes, and statistical/AI methodologies.Fluency with Python, R, and/or C++ for data analysis and model deployment.Strong understanding of regulatory frameworks affecting market risk, including practical experience with recent regulatory change programmes.Outstanding communication skills, with experience engaging senior stakeholders and simplifying complex technical information.If you meet the above 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.About the jobContract Type: PermanentWorkplace Type: HybridExperience Level: Senior ManagementLocation: City of LondonSalary: £90,000 - £120,000 per annumIndustry: Financial ServicesSpecialism: Risk & ComplianceFocus: Risk - Market RiskJob Reference: NNQS5U-89348865 #J-18808-Ljbffr
Location:
City Of London, England, United Kingdom
Job Type:
FullTime

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