Vice President – Quantitative Risk

About the role

We are partnering with a leading financial market firm to recruit a Vice President for its specialist quantitative risk function in London. The role will focus on designing, testing and governing complex risk models that support global markets and drive data‑analytics capabilities.

Key responsibilities

• Design and execute stress tests on core models, simulating market events and assessing ecosystem impact.
• Act as model owner within the firm’s model governance framework.
• Perform regular monitoring and testing of model performance on daily, weekly and monthly cycles.
• Assess risk impact of new products, services or participants and quantify changes against risk appetite.
• Work with large, complex datasets to investigate model behaviour and algorithm performance.
• Develop analytics, monitoring tools and benchmarking approaches using SQL, Python and R.

Required profile

• Experience in model risk, model validation, quantitative risk analytics or data‑driven consulting, preferably within financial services, market infrastructure or a Big 4/specialist advisory firm.
• Proven exposure to stress testing, scenario analysis, model performance monitoring or back‑testing.
• Strong technical background with SQL and at least one of Python or R, and a track record of handling large datasets.
• Solid grounding in financial risk concepts such as market, liquidity or balance‑sheet risk, applied through a quantitative, model‑focused lens.
• Experience operating within a model governance or risk control framework.

Required skills

• SQL
• Python
• R