The successful candidate will drive through Advanced' Risk model calculations via IMM Counterparty Risk CCR models and Market Risk VaR models across risk measures PFE, VaR, XVA, CCR RWA, CVA VAR RWA in order to comply with the FCA, and respond to any queries they have as a result. Extensive experience is required across Quantitative Finance, Model Regulation and Traded Risk / Market Risk Management, having previously held a similar position in a Sell-Side environment providing detailed Risk Management expertise and Trading Desk liaison. Full detailed spec available. Essential Extensive experience as a Risk Manager for a Trading Desk Market Risk Models and CCR Fixed Income Product and Pricing Experience Regulatory Reporting Model Analysis Quant Finance Derivatives VaR / RWA Quantitative Market Risk Manager