Quantitative Risk- Central Clearing, Collateral & Liquidity

Overview

Quantitative Risk - Central Clearing, Collateral & Liquidity: London-based role in a leading global financial institution's in-business risk function supporting trading, clearing, and collateral management for equities, fixed income and repo products.

About the Role

You will be part of a collaborative team focused on first-line risk management and model governance for trade, collateral, and liquidity oversight. Working closely with risk, business, and quant leads, you'll gain hands-on exposure across multiple asset classes while growing your technical and stakeholder-facing skills.

Key Responsibilities

• Drafting risk governance reports, model amendments and technical documentation for internal committees and senior stakeholders
• Supporting risk model reviews and scenario testing across repos, equities, and collateral portfolios
• Collaborating with quants, risk managers, and business partners to improve models, controls, and processes
• Presenting technical materials to risk committees and management, translating quant analysis into actionable recommendations
• Maintaining an up-to-date awareness of new regulations, risk controls, and product innovation
• Supporting continuous improvement in risk and control frameworks and day-to-day business decision-making

Candidate Profile

• 3-7 years' experience in risk analytics, model validation, or quant analysis within financial markets, clearing, post-trade, or banking (middle office, treasury, or product control)
• Degree (ideally MSc/PhD) in a quantitative subject: Mathematics, Physics, Engineering, Computer Science, Finance, or similar
• Strong analytical skills, attention to detail and comfort with risk models or statistical techniques
• Excellent written and verbal communication, with proven ability to draft clear technical and governance materials and present to committees
• Ambitious, team-oriented, and keen to develop towards senior quant leadership roles
• Experience working with repo, equity, fixed income or collateral risk advantageous but not essential

About the Job

• Contract Type: Permanent
• Workplace Type: Hybrid
• Experience Level: Associate
• Location: City of London
• Specialism: Risk & Compliance
• Focus: Risk - Market Risk
• Industry: Financial Services
• Salary: £100,000 - £120,000 per annum

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates.