At a Glance
- Tasks: Develop innovative risk models and enhance methodologies for a leading clearing house.
- Company: Join a top financial market infrastructure shaping the future of risk management.
- Benefits: Competitive salary, professional growth, and opportunities to work with AI-driven analytics.
- Other info: Dynamic environment with excellent career advancement opportunities.
- Why this job: Make a real impact in risk management while collaborating with industry experts.
- Qualifications: Advanced degree in a quantitative field and experience in risk model development.
The predicted salary is between 70000 - 90000 £ per year.
- Quantitative Risk Model Development (AVP/VP & SVP)
- Central Counterparty (CCP) Risk Analytics | Clearing House
Our client, a leading financial market infrastructure, is seeking an experienced quantitative risk professional to help shape the next generation of risk models supporting a central counterparty (CCP).
This position sits at the heart of CCP risk management, developing innovative quantitative methodologies across margin models, clearing risk, stress testing and default management.
Working closely with senior stakeholders, the successful candidate will play a key role in strengthening the resilience of one of Asia's leading clearing houses while contributing to AI-driven risk analytics and digitalisation initiatives.
Key Responsibilities
- Develop and enhance quantitative models supporting CCP risk analytics across listed derivatives and securities markets.
- Design and enhance margin methodologies, including initial margin, variation margin and default fund modelling.
- Develop quantitative methodologies for market risk, counterparty risk and clearing risk.
- Perform model validation, backtesting and ongoing performance monitoring of quantitative risk models.
- Design and enhance stress testing frameworks supporting CCP resilience and default management.
- Analyse portfolio risk exposures and provide quantitative insights to support risk management decisions.
- Maintain and enhance analytical tools, quantitative models and data pipelines supporting risk analytics.
- Support new product development, risk digitalisation and AI/ML initiatives.
- Engage with regulators and internal stakeholders on quantitative methodologies, model governance and CCP risk frameworks.
Requirements
- Advanced degree in Mathematics, Statistics, Financial Engineering, Physics, Computer Science or another quantitative discipline. CFA, FRM or CQF advantageous.
- Experience developing quantitative risk models within a central counterparty (CCP), clearing house, exchange or other financial markets environment.
Candidates from investment banks with directly relevant CCP experience will also be considered.
- Strong understanding of CCP risk, clearing risk, margin methodologies, model validation and quantitative analytics.
- Experience designing or enhancing margin models, stress testing methodologies and default management frameworks.
- Strong knowledge of market risk and counterparty risk across derivatives and cleared products.
- Strong programming skills in Python, C++, or similar.
- Experience applying AI or machine learning techniques within quantitative risk modelling is advantageous.
- Excellent analytical and problem-solving skills, with the ability to communicate complex quantitative concepts to both technical and non-technical stakeholders.
- Ideal Background
- Quantitative professionals from: Central counterparties (CCPs); Clearing houses; Financial market infrastructures; Exchange groups; Listed derivatives markets
- Including those with experience in: CCP Risk Analytics; Margin Models; Clearing Risk; Model Validation; Quantitative Analytics; Stress Testing; Default Management
Please apply here or our official careers page only.
We do not advertise roles through third-party job boards, aggregators, or job scraping apps.
Vacancies reposted elsewhere may be outdated and applications may not be received by our team.
We are only able to respond to applicants whose backgrounds are relevant to the mandate or our broader remit.
Applications not considered relevant will not be retained within our system.
- SLOANE | SHOREY
- Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307
Quantitative Risk Management | Model Validation | Model Risk | Financial Engineering | Risk Analytics | Model Development | Financial Engineer | Python | CQF | Ph D | Eurex | LCH | CME | ICE | SGX | HKEX | DTCC | NYSE | Nasdaq | Euronext | TMX | Saudi Tadawul Crypto | Quant Trading | Quant Development | Derivatives Pricing | Counterparty Risk | Trading Risk | Python Programming | Coding | CCP | Clearing House | Stock Exchange | Equity Trading | FX | Fixed Income | Equity Capital Markets | Strats | Quant Developer
Central Counterparty (CCP) Risk Analytics | Clearing House in London employer: Sloane Shorey Consulting
Sloane Shorey Consulting is an exceptional employer, offering a dynamic work environment in London where intellectual curiosity and strategic thinking are highly valued. Employees benefit from engaging with senior stakeholders across Europe and the US, while enjoying opportunities for professional growth through challenging advisory projects that shape the future of corporate and investment strategies. The company's commitment to high-quality analysis and a collaborative culture makes it an attractive place for those seeking meaningful and impactful careers in strategy consulting.
StudySmarter Expert Advice🤫
We think this is how you could land Central Counterparty (CCP) Risk Analytics | Clearing House in London
✨Tap into Campus Networks
If you're still in uni, don’t forget to engage with your campus's career services and attend finance-related events. Banks often do presentations and recruitment drives on campus, so put yourself out there and make use of these opportunities to show off your passion for the field.
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We think you need these skills to ace Central Counterparty (CCP) Risk Analytics | Clearing House in London
Some tips for your application 🫡
Show Off Your Numbers!:In the banking and financial services world, quantifiable achievements are key. Make sure your CV highlights your grades in relevant subjects, any financial certifications you hold, and specific projects where you've delivered measurable results. Employers love to see how your skills translate into real-world success.
Tailor Your Cover Letter to the Role:When applying for a full-time position, your cover letter should make a direct connection between your experience and the job description. Don't just state your enthusiasm for finance—dive into how your background in banking or financial analysis sets you apart. Let your passion shine through while being specific about what you can bring to Sloane Shorey Consulting.
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How to prepare for a job interview at Sloane Shorey Consulting
✨Brush Up on Financial Analysis Skills
Make sure you're well-versed in financial concepts and analytical techniques relevant to banking and financial services. Get comfortable with tools like Excel for modelling or financial forecasting, as technical questions in this area are common during interviews with Sloane Shorey Consulting.
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✨Network with Industry Professionals
Before your interview, reach out to current or former Sloane Shorey Consulting employees on platforms like LinkedIn. They'll offer unique insights into the company's culture and the interview process, which can give us a delightful edge in showcasing a good fit for the team.
