20 Risk Management jobs in West Yorkshire
Head of Financial Risk Management
BD1 1AA Bradford, Yorkshire and the Humber
£80000 Annually
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Posted 5 days ago
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Job Description
A leading financial institution headquartered in **Bradford, West Yorkshire, UK**, is seeking a strategic and accomplished Head of Financial Risk Management to lead its enterprise-wide risk framework. This pivotal role involves developing, implementing, and overseeing policies and procedures to identify, assess, monitor, and mitigate financial risks. You will be responsible for managing market risk, credit risk, liquidity risk, and operational risk across the organization. The ideal candidate will possess a deep understanding of financial markets, regulatory requirements (e.g., Basel III/IV), and advanced risk modeling techniques. You will lead a team of risk professionals, fostering a culture of risk awareness and robust governance. Key responsibilities include preparing comprehensive risk reports for senior management and the board, stress testing, scenario analysis, and ensuring compliance with all relevant financial regulations. This position requires exceptional analytical skills, strategic thinking, and strong leadership capabilities. You will collaborate closely with various departments, including trading, finance, compliance, and internal audit, to ensure a cohesive and effective risk management strategy. A strong academic background in finance, economics, or a related quantitative field, coupled with significant experience in a senior risk management role within the banking or financial services sector, is essential. Proficiency in risk management software and tools is also expected. This role offers a hybrid working model, providing a balance between collaborative in-office work and the flexibility of remote arrangements. You will have the opportunity to shape the risk landscape of a prominent financial firm and drive best practices in risk management.
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0
Senior Quantitative Analyst, Financial Risk Management
BD7 1AJ Bradford, Yorkshire and the Humber
£70000 Annually
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Posted today
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Our client, a distinguished institution within the Banking & Finance sector, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division in Bradford, West Yorkshire, UK . This role is crucial for developing, implementing, and validating sophisticated quantitative models used for assessing and mitigating financial risks, including market risk, credit risk, and operational risk.
You will be at the forefront of financial modeling, leveraging advanced statistical techniques and programming skills to build robust models that comply with regulatory requirements and internal policies. This position requires a deep understanding of financial markets, derivative instruments, and risk management frameworks. The ideal candidate will possess exceptional problem-solving abilities, a keen eye for detail, and the capacity to communicate complex technical concepts to both technical and non-technical audiences.
Key responsibilities include:
The successful candidate will hold a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics. A minimum of 5 years of experience in a quantitative role within banking, finance, or a related industry is required. Demonstrated experience in model development and validation, particularly in areas like VaR, CVA, or credit scoring, is essential. Strong programming skills in Python or R, and familiarity with C++ are highly desirable. Excellent analytical, communication, and interpersonal skills are critical for success in this collaborative, hybrid role.
You will be at the forefront of financial modeling, leveraging advanced statistical techniques and programming skills to build robust models that comply with regulatory requirements and internal policies. This position requires a deep understanding of financial markets, derivative instruments, and risk management frameworks. The ideal candidate will possess exceptional problem-solving abilities, a keen eye for detail, and the capacity to communicate complex technical concepts to both technical and non-technical audiences.
Key responsibilities include:
- Developing, testing, and implementing quantitative models for risk measurement, pricing, and valuation of financial instruments.
- Validating existing models to ensure accuracy, robustness, and compliance with regulatory standards (e.g., Basel III/IV).
- Performing stress testing and scenario analysis to assess the impact of adverse market conditions on the institution's risk profile.
- Utilizing statistical software and programming languages (e.g., Python, R, C++) to implement and automate model calculations.
- Collaborating with front-office, risk, compliance, and IT teams to integrate models into business processes and systems.
- Producing clear and concise documentation for model methodologies, assumptions, and limitations.
- Monitoring model performance and conducting periodic reviews to identify any degradation or required recalibration.
- Keeping abreast of regulatory changes and industry best practices in quantitative finance and risk management.
- Assisting in the development of reporting tools and dashboards for risk oversight.
- Providing expert advice and support on quantitative issues to senior management.
The successful candidate will hold a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics. A minimum of 5 years of experience in a quantitative role within banking, finance, or a related industry is required. Demonstrated experience in model development and validation, particularly in areas like VaR, CVA, or credit scoring, is essential. Strong programming skills in Python or R, and familiarity with C++ are highly desirable. Excellent analytical, communication, and interpersonal skills are critical for success in this collaborative, hybrid role.
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1
Senior Quantitative Analyst (Risk Management)
LS1 1AA Leeds, Yorkshire and the Humber
£80000 Annually
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Posted today
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Our client, a prominent and highly respected institution within the banking and finance sector, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated risk management team. This role, based in Leeds, West Yorkshire, UK , offers a hybrid work model, providing flexibility while fostering collaboration. You will be responsible for developing and implementing advanced quantitative models to assess, measure, and manage financial risks across a wide range of products and markets. Your insights will be crucial in informing strategic decisions and ensuring the financial stability of the organisation.
Responsibilities:
Qualifications:
This is a challenging and rewarding role for a talented individual looking to make a significant impact in the financial industry. If you possess a strong quantitative background and a passion for financial markets, we encourage you to apply.
Responsibilities:
- Develop, validate, and implement sophisticated quantitative models for pricing, risk management, and valuation of financial instruments (e.g., derivatives, fixed income, equities).
- Conduct thorough risk analysis, including market risk, credit risk, and operational risk, utilising advanced statistical and econometric techniques.
- Contribute to the development and enhancement of risk measurement frameworks and methodologies.
- Perform stress testing and scenario analysis to assess the resilience of the firm's financial positions.
- Collaborate with trading desks, portfolio managers, and other business units to understand their needs and provide quantitative support.
- Translate complex mathematical concepts into clear, actionable insights for non-technical stakeholders.
- Stay abreast of regulatory changes and industry best practices in quantitative finance and risk management.
- Automate and optimize model implementation and data processing tasks.
- Prepare detailed reports and presentations on risk exposures, model performance, and research findings.
- Mentor junior quantitative analysts and contribute to the team's technical development.
- Ensure model governance and compliance with internal policies and external regulations.
Qualifications:
- Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Economics, or Financial Engineering.
- A minimum of 5 years of relevant experience in a quantitative analysis or risk management role within the financial services industry.
- Strong programming skills in languages such as Python, R, C++, or Java.
- Proficiency with financial modeling techniques, statistical analysis, and econometrics.
- Deep understanding of financial markets, instruments, and regulatory requirements (e.g., Basel III, FRTB).
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to convey complex information effectively.
- Experience with large datasets and database technologies (SQL).
- Familiarity with machine learning techniques is a plus.
- Must be legally authorized to work in the UK.
This is a challenging and rewarding role for a talented individual looking to make a significant impact in the financial industry. If you possess a strong quantitative background and a passion for financial markets, we encourage you to apply.
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2
Senior Quantitative Analyst - Risk Management
BD1 1AA Bradford, Yorkshire and the Humber
£75000 annum plus
WhatJobs
Posted 2 days ago
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Job Description
Our client, a leading financial institution, is seeking a highly analytical Senior Quantitative Analyst to join their Risk Management division. This role offers a hybrid working model, combining the collaborative environment of the office in Bradford with the flexibility of remote work.
As a Senior Quantitative Analyst, you will be responsible for developing, implementing, and validating complex quantitative models used for risk assessment, pricing, and portfolio management. Your expertise will be crucial in enhancing the firm's risk management framework and providing critical insights to support strategic decision-making.
Key responsibilities include building sophisticated mathematical models for credit risk, market risk, and operational risk. You will conduct rigorous back-testing and stress-testing of models, ensuring their accuracy, robustness, and compliance with regulatory requirements (e.g., Basel III/IV, Solvency II). The role involves performing statistical analysis on large datasets, identifying trends, and developing strategies to mitigate financial risks.
You will collaborate closely with business units, IT departments, and risk officers to understand their needs and translate them into quantitative solutions. The Senior Quantitative Analyst will also be involved in documenting model methodologies, assumptions, and limitations, and presenting findings to senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, risk management, and regulatory changes is essential.
The ideal candidate will possess a Master's or PhD degree in a quantitative field such as Mathematics, Statistics, Physics, Finance, or Economics. You will have extensive experience (5+ years) in quantitative finance or risk management, with a proven track record of developing and implementing complex financial models. Strong programming skills in languages like Python, R, C++, or Java, along with experience in data manipulation and statistical software, are mandatory. Excellent analytical, problem-solving, and communication skills are essential, as you will need to explain complex technical concepts to non-technical audiences.
This is a significant opportunity for an accomplished Quantitative Analyst to take on a challenging and impactful role within a reputable financial services organisation in the West Yorkshire region.
Responsibilities:
As a Senior Quantitative Analyst, you will be responsible for developing, implementing, and validating complex quantitative models used for risk assessment, pricing, and portfolio management. Your expertise will be crucial in enhancing the firm's risk management framework and providing critical insights to support strategic decision-making.
Key responsibilities include building sophisticated mathematical models for credit risk, market risk, and operational risk. You will conduct rigorous back-testing and stress-testing of models, ensuring their accuracy, robustness, and compliance with regulatory requirements (e.g., Basel III/IV, Solvency II). The role involves performing statistical analysis on large datasets, identifying trends, and developing strategies to mitigate financial risks.
You will collaborate closely with business units, IT departments, and risk officers to understand their needs and translate them into quantitative solutions. The Senior Quantitative Analyst will also be involved in documenting model methodologies, assumptions, and limitations, and presenting findings to senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, risk management, and regulatory changes is essential.
The ideal candidate will possess a Master's or PhD degree in a quantitative field such as Mathematics, Statistics, Physics, Finance, or Economics. You will have extensive experience (5+ years) in quantitative finance or risk management, with a proven track record of developing and implementing complex financial models. Strong programming skills in languages like Python, R, C++, or Java, along with experience in data manipulation and statistical software, are mandatory. Excellent analytical, problem-solving, and communication skills are essential, as you will need to explain complex technical concepts to non-technical audiences.
This is a significant opportunity for an accomplished Quantitative Analyst to take on a challenging and impactful role within a reputable financial services organisation in the West Yorkshire region.
Responsibilities:
- Develop, implement, and validate quantitative risk models.
- Perform statistical analysis on financial data.
- Conduct back-testing and stress-testing of models.
- Ensure compliance with regulatory requirements.
- Collaborate with business and IT teams.
- Document model methodologies and present findings.
- Stay updated on industry best practices and regulations.
- Identify and mitigate financial risks.
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3
Senior Quantitative Analyst - Risk Management
LS1 5EQ Leeds, Yorkshire and the Humber
£80000 Annually
WhatJobs
Posted 4 days ago
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Job Description
Our client, a leading international bank, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated risk management team. This role is based in Leeds, West Yorkshire, UK , but offers significant remote working flexibility. You will be instrumental in developing, validating, and implementing complex mathematical models to assess and mitigate financial risks, including credit, market, and operational risks. The position demands exceptional quantitative skills, a deep understanding of financial markets, and proficiency in statistical modeling and programming. You will collaborate closely with risk managers, traders, and IT professionals to ensure robust risk frameworks and compliance with regulatory requirements.
Responsibilities:
Responsibilities:
- Develop, test, and implement quantitative models for pricing, risk management, and regulatory compliance (e.g., Basel III/IV, IFRS 9).
- Perform statistical analysis of large financial datasets to identify patterns and trends related to risk.
- Validate existing risk models and provide recommendations for improvement.
- Conduct research into new modeling techniques and financial instruments.
- Collaborate with IT teams to integrate models into production systems.
- Prepare detailed documentation and presentations on model methodologies and results for senior management and regulators.
- Monitor model performance and conduct regular recalibrations as needed.
- Assist in the development of stress testing scenarios and back-testing frameworks.
- Stay current with advancements in quantitative finance and regulatory landscapes.
- Mentor junior analysts and contribute to the team's technical expertise.
- Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics.
- Minimum of 5 years of experience in quantitative analysis within the financial services industry, with a focus on risk management.
- Strong theoretical and practical knowledge of financial derivatives, credit risk modeling, and market risk methodologies.
- Proficiency in programming languages commonly used in quantitative finance, such as Python, R, C++, or MATLAB.
- Experience with statistical modeling techniques, time series analysis, and machine learning algorithms.
- Excellent understanding of financial regulations and their impact on quantitative modeling.
- Strong analytical and problem-solving skills, with a meticulous attention to detail.
- Excellent written and verbal communication skills, with the ability to explain complex concepts clearly.
- Ability to work independently and manage multiple priorities in a demanding environment.
- Familiarity with financial databases (e.g., Bloomberg, Refinitiv) is a plus.
This advertiser has chosen not to accept applicants from your region.
4
Senior Quantitative Analyst - Risk Management
LS1 1UR Leeds, Yorkshire and the Humber
£80000 Annually
WhatJobs
Posted 11 days ago
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Job Description
Our client, a prestigious investment bank, is seeking a highly skilled Senior Quantitative Analyst to join their dedicated risk management team in Leeds, West Yorkshire, UK . This is a critical role where you will be instrumental in developing and implementing sophisticated quantitative models to assess and mitigate financial risks across the organization. The ideal candidate will possess a strong mathematical background, advanced programming skills, and a deep understanding of financial markets and regulatory frameworks.
Key Responsibilities:
Key Responsibilities:
- Design, develop, test, and implement quantitative models for market risk, credit risk, operational risk, and other financial risk areas.
- Perform complex data analysis and statistical modeling using large datasets.
- Validate and backtest existing risk models, ensuring their accuracy and effectiveness.
- Contribute to the development of risk metrics, limits, and reporting frameworks.
- Collaborate with trading desks, portfolio managers, and regulatory affairs teams to understand risk exposures and needs.
- Stay abreast of evolving regulatory requirements (e.g., Basel III/IV, FRTB) and industry best practices in risk management.
- Develop and maintain high-quality code in languages such as Python, R, C++, or Java.
- Prepare detailed documentation for models, methodologies, and risk reports.
- Present complex quantitative findings to both technical and non-technical audiences, including senior management and regulators.
- Mentor junior analysts and contribute to the team's knowledge sharing and development.
- Master's or PhD degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- Minimum of 5 years of experience in quantitative analysis, preferably within the financial services industry.
- Proven expertise in statistical modeling, time-series analysis, machine learning, and numerical methods.
- Strong programming skills in Python, R, C++, or Java, with experience in relevant libraries and frameworks.
- In-depth knowledge of financial markets, instruments, and risk management principles.
- Familiarity with regulatory frameworks applicable to financial institutions.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to convey complex technical concepts clearly.
- Ability to work effectively both independently and as part of a collaborative team.
- Meticulous attention to detail and a commitment to producing high-quality work.
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5
Senior Quantitative Analyst (Risk Management)
BD1 1AA Bradford, Yorkshire and the Humber
£95000 Annually
WhatJobs
Posted 12 days ago
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Job Description
Our client is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division in Bradford, West Yorkshire, UK . This critical role involves developing and implementing sophisticated mathematical models and statistical techniques to assess, manage, and mitigate financial risks. You will work with complex datasets, conduct in-depth analysis, and provide key insights to inform strategic decision-making across the organization. The ideal candidate will possess a strong quantitative background, deep understanding of financial markets, and proficiency in programming languages commonly used in quantitative finance.
Responsibilities:
Qualifications:
This is an exceptional opportunity for a seasoned quant professional to play a pivotal role in shaping robust risk management strategies for a leading financial institution.
Responsibilities:
- Develop, validate, and implement quantitative models for risk assessment, including market risk, credit risk, and operational risk.
- Analyze large and complex datasets to identify trends, patterns, and potential risks.
- Design and perform stress testing and scenario analysis to evaluate portfolio resilience.
- Collaborate with risk managers, traders, and other stakeholders to understand their needs and provide quantitative support.
- Contribute to the development of risk measurement frameworks and methodologies.
- Automate data analysis and reporting processes using programming languages and relevant tools.
- Stay current with industry best practices, regulatory requirements, and emerging trends in quantitative finance and risk management.
- Document model methodologies, assumptions, and limitations thoroughly.
- Present complex analytical findings and recommendations clearly and concisely to both technical and non-technical audiences.
- Contribute to the continuous improvement of risk management systems and processes.
- Mentor junior quantitative analysts and share knowledge within the team.
Qualifications:
- Master's or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Significant experience (5+ years) as a Quantitative Analyst, preferably in a banking or financial services environment.
- Proven expertise in developing and implementing statistical and mathematical models for risk management.
- Strong programming skills in languages such as Python, R, C++, or MATLAB.
- Deep understanding of financial markets, instruments, and risk management principles.
- Experience with data manipulation and analysis tools (e.g., SQL, Pandas, NumPy).
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to work independently and manage multiple projects simultaneously.
- Strong communication and presentation skills.
- Familiarity with regulatory frameworks (e.g., Basel Accords) is a plus.
This is an exceptional opportunity for a seasoned quant professional to play a pivotal role in shaping robust risk management strategies for a leading financial institution.
This advertiser has chosen not to accept applicants from your region.
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6
Information Security Analyst - Risk Management
LS1 1AA Leeds, Yorkshire and the Humber
£45000 Annually
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Posted 12 days ago
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Job Description
Our client, a prominent financial institution, is seeking a skilled Information Security Analyst specializing in Risk Management to join their dedicated security team in Leeds, West Yorkshire, UK . This crucial role involves identifying, assessing, and mitigating information security risks across the organization's IT infrastructure and business operations. You will be responsible for conducting vulnerability assessments, penetration testing, and security audits to ensure compliance with industry standards and regulatory requirements. The ideal candidate will possess a strong understanding of cybersecurity principles, threat landscapes, and risk management frameworks (e.g., ISO 27001, NIST). Experience with security tools and technologies, such as SIEM, IDS/IPS, and firewalls, is essential. You will work closely with IT teams and business units to develop and implement security policies and procedures, provide security awareness training, and respond to security incidents. The ability to analyze security data, identify patterns of malicious activity, and recommend appropriate countermeasures is paramount. This hybrid role offers a combination of essential in-office collaboration and remote work flexibility. Responsibilities also include staying up-to-date with emerging security threats and vulnerabilities, and contributing to the continuous improvement of the company's security posture. We are looking for a detail-oriented individual with excellent analytical and problem-solving skills. Strong report-writing abilities and the capacity to communicate complex security concepts to both technical and non-technical audiences are critical. Professional certifications such as CISSP, CISM, or CompTIA Security+ are highly desirable. A Bachelor's degree in Computer Science, Information Technology, or a related field, along with relevant experience in information security and risk management, is required.
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7
Senior Quantitative Analyst (Risk Management)
BD1 1AA Bradford, Yorkshire and the Humber
£75000 Annually
WhatJobs
Posted 12 days ago
Job Viewed
Job Description
Our client, a prominent institution within the banking and finance sector, is seeking an exceptional Senior Quantitative Analyst to join their sophisticated risk management team. This is a fully remote role, offering a fantastic opportunity to leverage advanced mathematical and statistical techniques to assess and mitigate financial risks. You will be instrumental in developing and refining complex models that underpin critical business decisions.
Responsibilities:
Responsibilities:
- Develop, validate, and implement quantitative models for market risk, credit risk, and operational risk assessment.
- Perform complex statistical analyses and data mining on large financial datasets to identify patterns and anomalies.
- Design and back-test trading strategies and risk management frameworks.
- Contribute to the development of stress testing and scenario analysis frameworks.
- Ensure compliance with regulatory requirements (e.g., Basel III/IV, Solvency II) related to risk modeling.
- Collaborate with business units to understand their risk exposures and provide quantitative insights.
- Communicate complex model outputs and risk assessments clearly to both technical and non-technical stakeholders.
- Stay current with the latest advancements in quantitative finance, econometrics, and machine learning.
- Develop and maintain documentation for models, methodologies, and processes.
- Mentor junior analysts and contribute to the intellectual capital of the risk management team.
- Identify opportunities for model improvements and automation.
- Participate in internal and external audits of risk models.
- Contribute to the strategic planning of risk management initiatives.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, Financial Engineering, or Computer Science.
- A minimum of 5 years of experience in quantitative analysis, risk management, or a related role within the financial services industry.
- Strong proficiency in programming languages such as Python, R, C++, or Java.
- Expertise in statistical modeling, time series analysis, and machine learning techniques.
- Deep understanding of financial markets, instruments, and risk management principles.
- Experience with financial modeling software and databases.
- Familiarity with regulatory frameworks governing financial risk management.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to articulate complex concepts effectively.
- Proven ability to work independently and as part of a globally distributed, remote team.
- High level of accuracy and attention to detail.
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8
Senior Quantitative Analyst - Risk Management
LS2 8LX Leeds, Yorkshire and the Humber
£90000 Annually
WhatJobs
Posted 15 days ago
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Job Description
Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their risk management division in Leeds, West Yorkshire, UK . This role requires a sophisticated understanding of financial markets, advanced mathematical modeling, and statistical analysis to develop and implement complex risk models. You will play a critical role in assessing, measuring, and mitigating various financial risks, including market risk, credit risk, and operational risk. The ideal candidate will possess strong programming skills and a proven ability to translate complex quantitative concepts into actionable insights for business stakeholders.
Key Responsibilities:
Qualifications:
This on-site role in Leeds offers a challenging and rewarding career opportunity with a competitive compensation package and significant potential for professional growth.
Key Responsibilities:
- Develop, validate, and implement quantitative models for risk assessment, including VaR, credit scoring, stress testing, and capital allocation.
- Analyze large datasets to identify risk trends, patterns, and potential vulnerabilities within the financial portfolio.
- Conduct research into new modeling techniques and methodologies to enhance risk management capabilities.
- Collaborate with trading, portfolio management, and IT teams to integrate risk models into business processes and systems.
- Prepare detailed reports and presentations on risk exposures, model performance, and regulatory compliance for senior management and regulators.
- Ensure models are compliant with relevant regulatory requirements (e.g., Basel III/IV, FRTB).
- Perform back-testing and sensitivity analysis to validate model accuracy and robustness.
- Automate risk reporting processes and enhance data quality controls.
- Mentor junior quantitative analysts and contribute to the technical development of the team.
- Stay informed about market developments, economic trends, and regulatory changes impacting financial risk.
Qualifications:
- Master's or PhD in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
- Minimum of 5 years of experience in quantitative analysis within the banking or financial services industry.
- Proven expertise in developing and implementing risk models (e.g., credit risk, market risk, operational risk).
- Strong proficiency in programming languages commonly used in finance, such as Python, R, C++, or SQL.
- In-depth knowledge of financial instruments, derivatives, and portfolio theory.
- Familiarity with regulatory frameworks governing financial risk management.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex quantitative concepts clearly.
- Experience with data visualization tools and techniques is a plus.
- Ability to work effectively in a team environment and manage multiple projects simultaneously.
This on-site role in Leeds offers a challenging and rewarding career opportunity with a competitive compensation package and significant potential for professional growth.
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