We are mandated on a senior appointment within a market infrastructure environment, focused on advancing the firm’s quantitative risk capabilities and modelling frameworks.

This role sits at the intersection of risk, data, and technology. The remit is not simply to maintain existing models, but to challenge, evolve, and redefine how risk is measured and managed across complex, fast-moving markets.

The position will play a central role in shaping next-generation approaches to market, counterparty, and liquidity risk, with a strong emphasis on innovation, robustness, and real-world applicability.

• Lead the development and enhancement of quantitative risk models across market, counterparty, and liquidity risk
• Challenge and evolve existing methodologies, moving beyond legacy approaches where appropriate
• Explore and implement advanced techniques, includi...