Senior Quantitative Analyst // Market Risk Model
Our client is seeking a Senior Quantitative Analyst with strong Market Risk Model & C++ experienceexperience to join their project team on an initial 12-month contract. This role will focus on the development, validation, enhancement, and support of market risk models used across trading and risk management functions.
The successful candidate will work closely with Risk, Front Office, Technology, and Model Governance teams to ensure market risk models are robust, compliant, and aligned with regulatory and business requirements.
This role will start in late Feb 2026.
Responsibilities
-
Develop, enhance, and maintain market risk models, including VaR, Stressed VaR, Expected Shortfall, sensitivities, and stress testing frameworks.
-
Perform model validation, back-testing, benchmarking, and ongoing performance monitoring.
-
Analyse market data, model assumptions, and limitations to ensure models remain fit for purpose.
-
Support regulatory and internal model reviews, including documentation, audit responses, and remediation activities.
-
Collaborate with trading desks, risk managers, and technology teams to implement model changes and improvements.
-
Provide expert quantitative input into risk methodologies, capital calculations, and scenario analysis.
-
Produce clear, concise documentation and present findings to senior stakeholders and governance forums.
-
Assist with incident investigations and remediation related to model or data issues.
Requirements
-
Proven experience as a Senior Quantitative Analyst within Market Risk (A MUST)
-
Strong hands-on experience with market risk models (e.g., VaR, Expected Shortfall, stress testing).
-
Solid understanding of financial instruments across equities, fixed income, FX, and derivatives.
-
Experience with model validation, back-testing, and governance processes.
-
Strong programming skills in C++ (A MUST)
-
Excellent analytical, problem-solving, and communication skills.
-
Ability to work independently in a contract role while collaborating effectively with multiple stakeholders.
-
Degree (or higher) in Mathematics, Statistics, Quantitative Finance, Engineering, or a related discipline.
-
Postgraduate qualification (e.g., MSc, PhD) or professional certifications (FRM, CFA) highly regarded.
If you think you have the above skills and experiences, click the ‘Apply’ button or send your resume to alex.nguyen@talentinternational.com