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Quantitative Associate Director- cVaR, CCR, xVA

Robert Walters UK
City of London
1 week ago
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Overview

I 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 Role
  • Leading 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 You
  • Experience 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 .

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

About the job
  • Contract Type: Permanent
  • Workplace Type: Hybrid
  • Experience Level: Senior Management
  • Location: City of London
  • Salary: £90,000 - £120,000 per annum
  • Industry: Financial Services
  • Specialism: Risk & Compliance
  • Focus: Risk - Market Risk

Job Reference: NNQS5U-89348865


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