Highly competitive base salary; performance bonus;...
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Python development for production risk models
Experience with var and expected shortfall modeling
Cloud deployment of risk infrastructure (aws/gcp/azure)
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IG Group is seeking a Senior Manager of Financial Risk to lead and enhance their quantitative market risk framework. The role demands a combination of technical expertise in risk modeling and leadership abilities to mentor a team of quantitative professionals.
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Job Summary
This player-manager role requires hands-on ownership of quantitative market risk frameworks including VaR, Expected Shortfall, and stress testing while leading a team of professionals.
The successful candidate will drive the migration of risk models to cloud infrastructure using Python, applying machine learning techniques to improve model performance and detection capabilities.
As deputy to the Head of Financial Risk, you will partner strategically with Trading and Product teams to assess new instruments and define risk parameters before go-live.
Matching Summary
Match Score: 75
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IG Group is seeking a Senior Manager of Financial Risk to lead and enhance their quantitative market risk framework. The role demands a combination of technical expertise in risk modeling and leadership abilities to mentor a team of quantitative professionals.
**
Salary
Highly competitive base salary; Performance bonus; LTIP participation and comprehensive benefits
Skills & Requirements
Must-have
Python development for production risk models
Experience with VaR and Expected Shortfall modeling
Cloud deployment of risk infrastructure (AWS/GCP/Azure)
Derivatives pricing and Greeks sensitivity analysis
Stress testing framework design and execution
Machine learning application to volatility forecasting
Nice-to-have
CFA, FRM, or PRM certification
Background from hedge funds or proprietary trading firms
Experience with GARCH and EWMA volatility models
Strong commercial partnership and stakeholder engagement
Regulatory compliance experience with FCA and BaFin
Key Requirements
Degree in quantitative discipline (Mathematics, Statistics, Physics)
Significant experience at hedge fund, prop trading, or investment bank
Proven track record building critical risk models from ground up
Deep expertise in derivatives pricing across multiple asset classes