Market Risk Manager

Bailey & French; Greater London; On-site; GBP 60,000 - 100,000; Full time

Job description

This range is provided by Bailey & French. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Recruiting across Risk & Compliance for predominantly London based Consultancies

Market Risk Manager – Financial Services Consultancy (London)

About the Role:

Our client, a leading financial services consultancy, is seeking a highly skilled Market Risk Manager to join their London team. This is a quantitative role, requiring expertise in FRTB, derivative pricing, XVA, and counterparty credit risk. The ideal candidate will have a strong analytical mindset and experience in both banking and/or consulting.

Key Responsibilities:

• Lead and support projects focused on market risk management, including FRTB implementation, risk model validation, and regulatory compliance.
• Develop and enhance derivative pricing models across asset classes.
• Work on XVA analytics and counterparty credit risk methodologies, ensuring compliance with regulatory frameworks.
• Collaborate with clients to optimize risk management frameworks and quantitative methodologies.
• Engage in stakeholder management, providing expert advisory services to banks and financial institutions.
• Contribute to business development, including thought leadership and internal capability building.

Key Requirements:

• At least 5 years of experience in banking or financial services consulting, focusing on market risk.
• Strong technical knowledge of FRTB, derivative pricing models, XVA methodologies, and counterparty credit risk.
• Advanced proficiency in quantitative risk modelling, risk analytics, and financial mathematics.
• Strong programming skills in Python, C++, R, VBA, SQL or MATLAB for model development and validation.
• Experience working with regulatory requirements such as Basel III/IV, CRR, and SR 11-7.
• Excellent problem-solving, communication, and stakeholder management skills.
• A bachelor’s degree in quantitative finance, financial engineering, mathematics, statistics, or a related field.

Why Join?

• Work on high-impact projects with top-tier financial institutions.
• Join a rapidly growing consultancy with a strong market risk practice.
• Competitive salary and bonus structure.
• Flexible working environment with opportunities for career progression.

If you are a market risk expert with strong quantitative skills and consulting or banking experience, we’d love to hear from you!

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Consulting and Analyst

Industries

Business Consulting and Services