Market Risk Analytics Lead – Fixed Income Bond Analytics Library (SVP Level)

CompanyLevelUP HCS

LocationLondon Area, United Kingdom

Posted At12/29/2025

UK Visa Sponsorship Analytics

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Occupation Type

Advertising and marketing associate professionals

Occupation Code Skill LevelMedium Skilled

Sponsorship Salary Threshold

£41,700 (£21.38 per hour)

Standard minimum applies

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Description

Market Risk Analytics Lead – Fixed Income Bond Analytics Library (SVP Level) – London

Market Risk Analytics FI (Bonds, Traded credit)

LevelUp is recruiting on behalf of our client, a major full-service global investment bank and capital markets firm, for a proven and experienced leader in market risk analytics to drive the design, development, and implementation of our next-generation bond analytics library. This SVP-level role will be pivotal in transforming fixed income risk management capabilities, with a primary focus on cash and structured products.

This is a high-impact leadership position offering the opportunity to shape a transformative strategic project in a collaborative, innovative environment.

Key Responsibilities

Lead the end-to-end implementation of the bond analytics library, leveraging deep expertise in fixed income and structured products.
Oversee model development, validation, and production for risk measurement (VaR, sensitivities, stress testing) and pricing.
Architect and maintain quantitative libraries for production, ensuring scalability, efficiency, and regulatory compliance.

Collaborate with cross-functional teams to align analytics solutions with business and regulatory objectives.

Mentor and develop junior team members, fostering technical excellence and innovation.

Stay abreast of industry trends, regulatory changes, and technology advancements (including cloud-based solutions).

Experience, Skills and Qualifications

10+ years of experience in quantitative risk analytics, financial modeling, and technology leadership.
Demonstrated success in building and leading risk analytics/modeling teams and delivering complex projects.
Deep knowledge of market and credit risk, structured products, and regulatory frameworks (Basel, RWA, CCR, etc.).
Advanced proficiency in Python and quantitative/statistical modeling; experience with cloud platforms (AWS/Azure) is a plus.
Exceptional communication, leadership, and mentoring skills.
Advanced degree in a quantitative field (Finance, Engineering, Mathematics, etc.); CFA or equivalent preferred.

This is an outstanding opportunity for an experienced leader who wants to be part of a transformative project that will shape the future of risk management. You will work in a hybrid environment that values flexibility and work-life balance, collaborate with a team of passionate and innovative professionals, and benefit from a competitive compensation package and comprehensive benefits.

Relevant experience gained at a leading investment bank, asset manager, or quantitative-focused institution is highly valued. We are particularly seeking candidates with a proven track record of technical leadership and a passion for driving innovation in fixed income risk analytics.