Sloane Shorey Consulting Hiring! Full Time Quantitative Risk Model Development (VP - SVP) in - Ricebowl

Quantitative Risk Model Development (VP & SVP)

Our client is seeking a Quant Risk Model Developer to challenge, evolve, and redefine how risk is measured and managed across complex, fast-moving markets.

The position will play a central role in shaping next-generation approaches to market, counterparty, and liquidity risk, with a strong emphasis on innovation, robustness, and real-world applicability.

The successful candidate will support new product development and contribute to risk digitalisation and AI initiatives.

Key Responsibilities

• Develop and enhance quantitative models across derivatives and securities products
• Design methodologies to measure market risk, counterparty risk, and stress scenarios
• Support the risk framework, including initial margin, variation margin, and default risk modelling
• Perform model validation, backtesting, and performance monitoring
• Analyse portfolio risk exposures and provide quantitative insights
• Contribute to stress testing frameworks and default management processes
• Maintain and enhance analytical tools, systems, and data pipelines supporting risk analytics
• Liaise with regulators and internal stakeholders on model methodologies and risk frameworks

Requirements

• Advanced degree in a quantitative discipline (maths, engineering, MFE, physics, etc)
• Additional risk certification desirable (CFA, FRM, CQF)
• Experience gained in quantitative/risk modelling within derivatives, trading, or financial markets environments from a Tier-1 institution (investment bank, quant trading house, etc)
• Deep understanding of market risk, counterparty risk, and margin methodologies
• Experience with model development, validation, and backtesting frameworks
• Strong programming skills (Python, C++, or similar)
• Desire to push the envelope of AI and ML usage in risk management
• Demonstrable passion for math problems and puzzles
• Ability to translate complex quantitative outputs into clear, actionable insights
• Strong communication skills and ability to work across multiple stakeholders

Open to international applications. Visa/employment sponsorship provided as required.

Please apply here or our official careers page only.

We do not advertise roles through third-party job boards, aggregators, or job scraping apps. Vacancies reposted elsewhere may be outdated and applications may not be received by our team.

We are only able to respond to applicants whose backgrounds are relevant to the mandate or our broader remit. Applications not considered relevant will not be retained within our system.

SLOANE | SHOREY

Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307

Quantitative Risk Management | Model Validation | Model Risk | Financial Engineering | Risk Analytics | Model Development | Financial Engineer | Python | CQF | PhD | Quant Trading | Quant Development | Derivatives Pricing | Counterparty Risk | Trading Risk | Python Programming | Coding