Senior Manager – Market Risk

Key responsibilities

• Lead and deliver market risk advisory engagements across banking and trading environments
• Provide expert guidance on market risk measurement and management, including VaR, Expected Shortfall, sensitivities, and stress testing
• Support clients with regulatory requirements and capital frameworks (Basel III / IV, FRTB, local regulatory expectations)
• Review, design, and enhance market risk frameworks, policies, and models
• Manage, mentor, and develop high‑performing teams, ensuring quality delivery and technical excellence
• Build strong relationships with senior client stakeholders, including Heads of Risk, Treasury, and Trading
• Contribute to business development, proposals, and thought leadership within the market risk domain

Qualifications and experience

• Honours or Master’s degree in Actuarial Science, Quantitative Finance, Mathematics, Statistics, Engineering, or a related field
• 8–12+ years’ experience in market risk within consulting, banking, or broader financial services
• Strong technical expertise in:
  • Market risk models and methodologies
  • Regulatory capital and FRTB requirements
  • Stress testing and risk appetite frameworks
• Demonstrated experience leading client engagements and managing teams at a senior level
• Strong communication skills with the ability to explain complex quantitative concepts clearly to senior stakeholders

Advantageous

• Professional designation such as FASSA, CFA, or FRM
• Experience engaging with regulators or supporting regulatory submissions
• Exposure to analytical or programming tools (e.g. Python, R, SAS, SQL)

What’s on offer

• Exposure to high‑profile financial institutions and complex market risk challenges
• Opportunity to influence strategy and shape a growing risk advisory practice
• Collaborative, high‑performance culture with strong emphasis on professional development
• Clear pathway for continued leadership progression

Interested?