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Quantitative Risk– Central Clearing, Collateral & Liquidity

Robert Walters UK
London
2 days ago
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Overview

Quantitative Risk – Central Clearing, Collateral & Liquidity: London-based role in a leading global financial institution's in-business risk function supporting trading, clearing, and collateral management for equities, fixed income and repo products.

About the Role

You will be part of a collaborative team focused on first-line risk management and model governance for trade, collateral, and liquidity oversight. Working closely with risk, business, and quant leads, you’ll gain hands-on exposure across multiple asset classes while growing your technical and stakeholder-facing skills.

Key Responsibilities

  • Drafting risk governance reports, model amendments and technical documentation for internal committees and senior stakeholders
  • Supporting risk model reviews and scenario testing across repos, equities, and collateral portfolios
  • Collaborating with quants, risk managers, and business partners to improve models, controls, and processes
  • Presenting technical materials to risk committees and management, translating quant analysis into actionable recommendations
  • Maintaining an up-to-date awareness of new regulations, risk controls, and product innovation
  • Supporting continuous improvement in risk and control frameworks and day-to-day business decision-making

Candidate Profile

  • 3–7 years’ experience in risk analytics, model validation, or quant analysis within financial markets, clearing, post-trade, or banking (middle office, treasury, or product control)
  • Degree (ideally MSc/PhD) in a quantitative subject: Mathematics, Physics, Engineering, Computer Science, Finance, or similar
  • Strong analytical skills, attention to detail and comfort with risk models or statistical techniques
  • Excellent written and verbal communication, with proven ability to draft clear technical and governance materials and present to committees
  • Ambitious, team-oriented, and keen to develop towards senior quant leadership roles
  • Experience working with repo, equity, fixed income or collateral risk advantageous but not essential

About the Job

  • Contract Type: Permanent
  • Workplace Type: Hybrid
  • Experience Level: Associate
  • Location: City of London
  • Specialism: Risk & Compliance
  • Focus: Risk - Market Risk
  • Industry: Financial Services
  • Salary: £100,000 - £120,000 per annum

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


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