
Overview: Risk Analytics Group (RAG) is a specialised area within the Risk Department, responsible for Market Risk Models, Portfolio Credit Risk Models, Counterparty Exposure. This role is part of the Portfolio Credit Analytics team. The team is responsible for the development and maintenance of stress testing models (structured products such as equity margin loans and NAV financing, ECL stress testing, concentration risk, climate stress testing, economic capital, portfolio credit risk, borrower
Overview We are seeking an experienced Python Tech Lead / Quant Infrastructure Engineer to support the development of a modern analytics and engineering platform within Credit and Capital Management. The role focuses on building scalable infrastructure, enhancing development tooling, and improving production environments supporting quantitative risk and analytics systems. The successful candidate will work closely with Quants, Developers, and business stakeholders, driving engineering best pract
Who we are looking for We are seeking an experienced Senior Manager OR Director (SVP to Director Level) to join our Quantitative Finance advisory practice, focused on delivering quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on derivatives modelling, risk and valuation methodologies, contributing directly to their strategic decision-making and business growth. As part of your responsibilities, you will: Lead small and large m