Manager - Market Risk (Quant) at Campion Pickworth in London, England, United Kingdom
- Company: Campion Pickworth
- Location: London, England, United Kingdom
- Posted: Sep 19, 2026
- Type: Full-time
- Experience: 6+ years
Overview
Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the rol…
Job description
- Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.
Responsibilities
- You will use your quantitative modelling skills on a range of projects;
- Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
- Model build and validation of VAR, stressed VAR and IRC
- FRTB and IBOR modelling
Requirements
- Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
- Professional Qualification e.g. CQF / CFA/ FRM / PRM is advantageous
- Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
- Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
- Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
- Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
- Experience in FRTB or IBOR transition would be preferred
- Confident and credible communicator with good technical knowledge and commercial understanding
Skills
Required
- Strong quantitative academic background
- Modelling background
- Statistical and numerical techniques
- Python/Java /C++ / SQL/R/.NET
- Confident and credible communicator
Preferred
- CQF / CFA/ FRM / PRM
- Experience in FRTB or IBOR transition