We are partnering with a fast-growing financial services organisation investing heavily in its quantitative risk capability, modern engineering infrastructure, and trading platform evolution.
They are seeking an exceptional Senior Manager, Financial Risk to play a key role in building and enhancing their market risk framework across complex leveraged and derivatives products.
This is a highly hands-on quantitative leadership role, suited to someone who enjoys solving complex market risk problems, building scalable analytical solutions, and working closely with commercial teams to influence decision-making in real time.
You will take ownership of critical market risk models spanning VaR, stress testing, scenario analysis, and derivatives risk, while also helping modernise how risk analytics are built and deployed within a cloud-native Python environment.
The role offers rare breadth — combining quantitative modelling, modern engineering, commercial partnership, and team leadership. You will work closely with Trading, Product, Technology, and senior leadership teams, helping the business assess new opportunities and better understand complex market exposures.
We are particularly interested in candidates from investment banking, hedge funds, proprietary trading firms, or advanced quantitative risk environments who bring strong market risk expertise alongside modern Python capability.
Beyond technical depth, the organisation is looking for someone commercially minded, intellectually curious, and comfortable operating in a fast-paced, high-accountability environment.
For the right individual, this is an opportunity to remain technically hands-on while stepping into broader leadership responsibility within a business genuinely investing in quantitative excellence and modern technology.
If you are looking for a role that combines technical depth, commercial exposure, and long-term progression, we would welcome a confidential conversation.
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