Manager - Market Risk (Quant)
Campion PickworthLondon, England, United Kingdom
Posted January 6, 2026
Full Time
About the Company
Campion Pickworth is a London‑based executive search firm that began as the sole dedicated credit risk and capital specialist and has expanded to cover market risk, operational risk, compliance, data analytics, structured finance, and financial restructuring. The firm partners with hedge funds, investment banks, and consulting firms to source top‑tier talent for permanent and interim positions. Their deep industry expertise and tailored approach enable them to match candidates with organizations’ unique needs, fostering long‑term relationships. Candidates benefit from candid career guidance and access to a broad network of leading financial institutions. Campion Pickworth’s reputation for precision and client focus makes it a trusted partner for both talent acquisition and career advancement.
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.
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