Market Risk Quant - LevelUp - #2112171

We are partnering with a leading global investment banking platform seeking an experienced Market Risk Quant to join its Fixed Income and Risk Management team.

This is a highly visible role focused on traded credit products, including bonds, CDS/CDX, and structured credit instruments such as Credit Linked Notes (CLNs). The successful candidate will play a key role in developing pricing and risk analytics capabilities while supporting the continued growth of a highly successful and expanding fixed income franchise.

The position offers the opportunity to work at the intersection of quantitative research, trading, risk management, and technology, contributing directly to front-office and risk decision-making.

1. Contribute to the design, development, and enhancement of an in-house bond analytics platform.
2. Develop and implement pricing models, yield curve construction methodologies, and credit spread models.
3. Build scalable quantitative solutions to support trading and risk management activities.

1. Provide quantitative expertise to Fixed Income trading desks and Market Risk teams.
2. Support a broad range of traded credit products including:
3. Corporate and government bonds
4. Credit Default Swaps (CDS/CDX)
5. Structured credit products
6. Credit Linked Notes (CLNs)

1. Develop and enhance risk measurement methodologies, including:
2. Interest Rate and Credit Spread Sensitivities
3. Value at Risk (VaR)
4. Stress Testing Frameworks
5. Scenario Analysis
6. Ensure models are robust, scalable, and suitable for production environments.

1. Oversee the development, implementation, and ongoing enhancement of pricing and risk models.
2. Support model validation processes and ensure adherence to regulatory and internal governance standards.

1. Partner closely with Trading, Risk, Technology, and Quantitative teams to deliver strategic analytics solutions.
2. Translate complex quantitative concepts into actionable insights for business stakeholders.

1. Provide guidance and mentorship to junior quantitative analysts and developers.
2. Foster a culture of technical excellence, collaboration, and innovation.

1. Monitor market developments, regulatory changes, and emerging technologies.
2. Contribute to the adoption of modern analytics infrastructure and cloud-based solutions where appropriate.

1. 8+ years of experience within:
2. Market Risk Quantitative Analytics
3. Quantitative Research
4. Fixed Income Analytics
5. Credit Risk Modelling
6. Financial Engineering

Demonstrated expertise across:

1. Fixed Income products
2. Bonds and credit markets
3. Credit Default Swaps (CDS/CDX)
4. Structured credit products
5. Credit Linked Notes (CLNs)

1. Advanced Python programming skills.
2. Strong quantitative and statistical modelling expertise.
3. Experience developing and implementing production-grade pricing and risk models.
4. Exposure to cloud technologies such as AWS or Azure is advantageous.

1. Advanced degree (Master's or PhD preferred) in a quantitative discipline such as:
2. Mathematics
3. Finance
4. Engineering
5. Physics
6. Statistics
7. Computer Science

1. Strong analytical and problem-solving abilities.
2. Excellent communication and stakeholder management skills.
3. Proven leadership and mentoring experience.
4. Ability to thrive in a fast-paced, highly collaborative environment.

1. Join a growing fixed income and credit business with significant investment in analytics and technology.
2. Work on complex quantitative challenges across pricing, trading, and risk management.
3. Gain exposure to senior stakeholders across Front Office and Risk.
4. Play a key role in shaping the next generation of fixed income analytics capabilities.
5. Opportunity to influence strategic initiatives and mentor the next generation of quantitative talent.

If you are a hands-on quantitative professional with deep expertise in fixed income and credit products, and are looking to make a meaningful impact within a high-performing environment, we would love to hear from you.