Quantitative Associate Director- cVaR, CCR, xVA

Overview

I am working with a leading professional services firm, seeking an experienced Associate Director to join its team. This role offers the opportunity to work with a high-performing team, delivering innovative quantitative solutions.

The Role

• Leading the development and enhancement of advanced market risk models (including cVaR, CCR, xVA), to support full lifecycle risk management, pricing, and regulatory capital objectives.
• Overseeing rigorous model validation and independent review activities, producing robust technical documentation and actionable recommendations.
• Providing expert guidance on derivatives pricing and risk analytics, ensuring alignment with evolving regulatory standards such as Basel III/IV and FRTB.
• Presenting and translating intricate quantitative findings to both specialist and senior executive audiences, supporting business-critical decision making.
• Staying abreast of industry trends and incorporating innovative quantitative techniques (AI/ML, Monte Carlo, etc.) into model development.
• Contributing to the continuous improvement of internal frameworks, risk governance, and control processes.

About You

• Experience in quantitative risk management, model development, validation, or related roles within banking, trading, or capital markets.
• Demonstrable expertise in market risk modelling, derivatives pricing, stochastic processes, and statistical/AI methodologies.
• Fluency with Python, R, and/or C++ for data analysis and model deployment.
• Strong understanding of regulatory frameworks affecting market risk, including practical experience with recent regulatory change programmes.
• Outstanding communication skills, with experience engaging senior stakeholders and simplifying complex technical information.

If you meet the above criteria, please apply or send a copy of your CV to .

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates.

About the job

• Contract Type: Permanent
• Workplace Type: Hybrid
• Experience Level: Senior Management
• Location: City of London
• Salary: £90,000 - £120,000 per annum
• Industry: Financial Services
• Specialism: Risk & Compliance
• Focus: Risk - Market Risk

Job Reference: NNQS5U-