Director OF Risk Management

Key Responsibilities: Lead, mentor and develop a team of market risk quants, providing technical guidance and acting as a senior role model. Develop, enhance and implement quantitative market risk models, with a strong focus on VaR, statistical modelling and regulatory capital. Drive strategic initiatives across model development, analytics infrastructure, automation and evolving regulatory frameworks, including FRTB. Oversee model performance, backtesting, benchmarking and remediation of model issues. Partner with trading, risk, technology and model risk teams, engaging with senior stakeholders and regulators.

Skills & Experience Required: Significant experience in market risk quantitative analytics, ideally 10+ years, with a strong track record of technical delivery and leadership. Deep understanding of VaR, statistical estimation and derivatives valuation. Strong hands-on programming and quantitative development skills, particularly in Python. Proven ability to lead and coach quantitative professionals while remaining technically involved. Experience delivering complex modelling projects and navigating regulatory requirements. FRTB and commodities market risk experience advantageous, but not essential for candidates with strong transferable expertise.