WHAT ARE WE LOOKING FOR?

• Minimum of 7-10 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services
• Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++)
• Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders

ABOUT THE ROLE

We are seeking an experienced Associate Director to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance, contributing directly to their strategic decision-making progress.

RESPONSIBILITIES

• Lead small and large multidisciplinary engagements and manage client relationships, provide advanced quantitative analysis and modelling to address complex market risk challenges
• Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA)
• Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices
• Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery
• Support business development initiatives, including identifying new opportunities and developing proposals