Market Risk Specialist

SUMMARY

Are you a quantitative finance professional with a passion for market risk, valuation, and regulatory-driven transformation? This opportunity allows you to work on complex risk challenges within the banking and financial services sector, applying advanced quantitative skills in a high-impact advisory environment.
You’ll join a specialist quantitative valuation and market risk team working alongside experienced capital markets professionals. The role offers deep exposure to market risk frameworks, regulatory initiatives, and sophisticated valuation techniques, while providing the opportunity to grow into a subject-matter expert.

• Delivering market risk and valuation analysis for and financial services clients
• Reviewing and assessing market risk methodologies, frameworks, and governance processes
• Supporting major regulatory initiatives such as Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
• Contributing to projects covering liquidity risk and counter party credit risk
  , including framework review and implementation
• Performing derivatives valuation using analytical and numerical methods
• Preparing analytical briefs, technical notes, and contributing to formal reports
• Operating in a client-facing capacity
  , managing work streams and day-to-day stakeholder interactions
• Collaborating with internal specialists across disciplines to deliver high-quality outcomes

• Honours degree in Quantitative (Master’s in Financial or Quantitative Finance advantageous)
• Professional certification such as FRM or PRM (or actively working toward completion)
• Minimum 4+ years’ experience in a bank or professional services environment
• Strong quantitative, analytical, and problem-solving skills
• Programming experience (e.g.
  Excel/VBA, Python, R, C++)
• Excellent written communication skills and strong attention to detail
• Ability to perform under pressure and manage multiple deliverables simultaneously