SVP, Market Risk Quant — Bond Analytics Lead (Hybrid)

A leading financial services firm in the UK is seeking a proven leader in market risk analytics to spearhead the development of their next-generation bond analytics library. This pivotal role will focus on enhancing fixed income risk management capabilities and involve leading model development and mentoring junior team members. The ideal candidate has extensive experience in quantitative risk analytics, a strong command of Python, and a deep understanding of structured products. This position offers a competitive compensation package and a flexible hybrid work environment. #J-18808-Ljbffr