Our client is seeking a Senior Quantitative Analyst with strong Market Risk Model & C++ experienceexperience to join their project team on an initial 12-month contract. This role will focus on the development, validation, enhancement, and support of market risk models used across trading and risk management functions.

The successful candidate will work closely with Risk, Front Office, Technology, and Model Governance teams to ensure market risk models are robust, compliant, and aligned with regulatory and business requirements.

This role will start in late Feb 2026.

Responsibilities

• Develop, enhance, and maintain market risk models, including VaR, Stressed VaR, Expected Shortfall, sensitivities, and stress testing frameworks.
• Perform model validation, back-testing, benchmarking, and...