Vice President – Counterparty Credit Risk Quant

London, Hybrid

Shape the future of Counterparty Credit Risk at one of the world’s leading banking groups.

We’re partnering with a global banking organisation that is investing heavily in its risk capabilities and looking to appoint a Vice President, Counterparty Credit Risk Quant to play a key role in the development of its stress testing, capital and counterparty credit risk frameworks across the EMEA region.

This is a rare opportunity to step into a highly visible position that sits at the intersection of quantitative modelling, risk management and strategic decision-making. You’ll work directly with senior stakeholders across Risk, Treasury, Finance and Front Office functions, helping to influence how counterparty risk is measured, monitored and managed across a complex trading business.

The Opportunity

This is far more than a traditional quant role.

You’ll be responsible for helping shape and enhance the firm’s Counterparty Credit Risk stress testing framework, supporting regulatory capital initiatives including ICAAP and ICARA, and driving consistency of risk practices across multiple legal entities and jurisdictions.

Working across both the Counterparty Credit Risk and Modelling teams, you’ll have the opportunity to influence methodology, challenge existing approaches and contribute to key risk decisions at committee level.

You’ll be joining a business with significant exposure across derivatives, securities financing transactions and fixed income products, giving you broad exposure to a diverse and sophisticated portfolio.

What You’ll Be Doing

• Designing and enhancing Counterparty Credit Risk stress testing frameworks
• Developing stress scenarios aligned to market risk and regulatory expectations
• Supporting ICAAP, ICARA and wider capital management initiatives
• Working closely with global quant teams to implement and improve risk methodologies
• Presenting analysis and insights to senior risk committees and leadership teams
• Ensuring frameworks, models and governance processes remain robust and compliant
• Supporting the development and maintenance of internal and vendor risk models
• Driving consistency of counterparty risk practices across the wider group

What We’re Looking For

We’re keen to speak with individuals who combine strong quantitative capability with a genuine understanding of how risk frameworks operate within a trading environment.

You’ll likely have experience in:

• Counterparty Credit Risk analytics within a banking or capital markets environment
• Exposure modelling, stress testing and wrong-way risk analysis
• Fixed Income and derivatives products including Interest Rate, FX and Credit derivatives
• Basel regulations and capital frameworks relating to Market Risk and Counterparty Credit Risk
• Developing or enhancing quantitative risk models
• Python, SQL, VBA, R or similar analytical tools
• Data visualisation platforms such as Power BI or Tableau

Most importantly, you’ll enjoy working with stakeholders, solving complex problems and translating technical analysis into meaningful business decisions.

Why Join?

This is an opportunity to join a globally recognised banking group that continues to invest in growth, innovation and risk excellence.

You’ll benefit from:

• A highly visible role with exposure to senior leadership
• The opportunity to influence strategic risk initiatives across EMEA
• Broad product exposure across derivatives, fixed income and securities financing transactions
• Hybrid and flexible working arrangements
• Excellent learning and development opportunities
• Strong career progression prospects
• Competitive compensation and benefits package
• A collaborative and inclusive culture that encourages fresh thinking and new ideas

Interested?

If you’re looking for a role where you can combine quantitative expertise with genuine business impact, we’d love to hear from you.

Apply now or get in touch for a confidential conversation.