Fraud Strategy Lead - iwocaPay We're looking for a Fraud Strategy Lead You'll own the fraud strategy agenda for a B2B payment product that is changing how it delivers digital trade credit. You will design transaction profiling strategies, monitor automated fraud models, and give a small team the direction and context to act on what the data tells us. The company Small businesses move fast. Opportunities often don't wait, and cash flow pressures can appear overnight. To keep going, and growing, SMEs need finance that's as flexible and responsive as they are. That's why we built iwoca. Our smart technology, data science and five-star customer service ensures business owners can act with the speed, confidence and control they need, exactly when it's needed. We've already cleared the way for 100,000 businesses with more than £4 billion in funding. Our passionate team is driven to help even more SMEs succeed, through access to better finance and other services that make running a business easier. Our ultimate mission is to support one million SMEs in their defining moments, creating lasting impact for the communities and economies they drive. The team iwocaPay is iwoca's B2B payment product. It lets business buyers pay on trade credit terms while sellers receive payment upfront. The risk squad manages the loss exposure that sits beneath that model: credit risk, fraud and financial crime, disputes, and payment operation failures such as chargebacks. At the moment, the squad runs largely on operational controls. That works, but it means the analytical and operational sides of risk function independently of each other. We are building the capacity to change that - better predictive analytics, a consistent monitoring framework, and an overarching risk strategy. The squad sits within iwocaPay but works closely with iwoca's Risk Modelling team and the broader technical and data science functions. The role As Fraud Strategy Lead, you'll shape how the fraud function is built. The squad currently runs on effective operational controls, but it means the analytical and operational sides work independently of each other. Your challenge is to close that gap: designing transaction profiling strategies, establishing real-time automated decisioning, and defining risk appetite to keep the B2B checkout experience seamless while loss rates stay inside tolerance. You'll set modelling priorities and evaluate automated fraud models alongside embedded data scientists, rather than building from scratch yourself. You'll guide Risk Analysts and work across product and engineering to turn analytical trade-offs into commercial decisions others can act on. Credit policy, model governance, seller counterparty risk - you'll build up the frameworks for a new invoice finance product. You'll define the standards, judge whether the models meet them, and present a forward-looking strategy that tells Co Leads and wider leadership what to sequence next. The decisions you make will shape loss rates, approval volumes, and the pace at which a new product scales. The requirements Essential: Portfolio ownership: You have managed or materially contributed to a credit portfolio of £10 million or more, with accountability for fraud and/or credit loss performance against a defined risk appetite. Experience delivering fraud strategy in a digital lending, fintech, or payments context, focusing on transaction profiling over manual reviews. Experience with B2B specific fraud typologies, such as buyer impersonation, fictitious invoices, or merchant collusion. Experience managing fraud loss rates against high velocity transaction volumes, balancing fraud prevention with customer friction to achieve high straight through approval rates. Ability to monitor and evaluate automated fraud models, assessing feature quality and guiding data scientists without necessarily needing to build models yourself. Ability to collaborate across engineering, data science, and product, translating fraud trade offs into commercial decisions that non specialists can act on. Background in mathematics, statistics, economics, or a related quantitative discipline, allowing you to challenge, tune, and evolve risk frameworks. Uses AI tools to support analysis and decision making, applying strong judgement to ensure accuracy, risk awareness, and sound outcomes. Bonus: Experience at a B2B pay later or trade credit business. Experience assessing seller counterparty risk or merchant risk in a payments or embedded finance context. Experience building or scaling a risk function during a period of significant product change or volume growth. The salary We expect to pay from £110,000 - £130,000 for this role. But, we're open minded, so definitely include your salary goals with your application. We routinely benchmark salaries against market rates, and run quarterly performance and salary reviews. The culture At iwoca, the best idea wins. We model our culture on independent thinking, challenging untested logic, and evidence based decisions. We prioritise learning and growth, and give people the autonomy to develop in the direction that makes them most effective. We are a tech company, and we use AI where it helps us work faster or better. We expect people to look for useful applications, test them in practice, and use good judgment about when and how to rely on AI. The offices We put a lot of effort into making iwoca a great place to work: Offices in London, Leeds, Berlin, and Frankfurt with plenty of drinks and snacks. Events and community led groups, including running groups, padel, and monthly ping pong and pool competitions. The benefits Flexible working hours. Medical insurance from Vitality, including discounted gym membership. A private GP service (separate from Vitality) for you, your partner, and your dependents. 25 days' holiday per year, an extra day off for your birthday, the option to buy or sell an additional five days of annual leave, and unlimited unpaid leave. A one month, fully paid sabbatical after four years. Instant access to external counselling and therapy sessions for team members that need emotional or mental health support. 3% Pension contributions on total earnings. An employee equity incentive scheme. Generous parental leave and a nursery tax benefit scheme to help you save money. Electric car scheme and cycle to work scheme. Two company retreats a year: we've been to France, Italy, Spain, and further afield. And to make sure we all keep learning, we offer: A learning and development budget for everyone. Company wide talks with internal and external speakers. Access to learning platforms like Treehouse. Useful links: iwoca benefits & policies Interview welcome pack
Aug 08, 2026
Full time
Fraud Strategy Lead - iwocaPay We're looking for a Fraud Strategy Lead You'll own the fraud strategy agenda for a B2B payment product that is changing how it delivers digital trade credit. You will design transaction profiling strategies, monitor automated fraud models, and give a small team the direction and context to act on what the data tells us. The company Small businesses move fast. Opportunities often don't wait, and cash flow pressures can appear overnight. To keep going, and growing, SMEs need finance that's as flexible and responsive as they are. That's why we built iwoca. Our smart technology, data science and five-star customer service ensures business owners can act with the speed, confidence and control they need, exactly when it's needed. We've already cleared the way for 100,000 businesses with more than £4 billion in funding. Our passionate team is driven to help even more SMEs succeed, through access to better finance and other services that make running a business easier. Our ultimate mission is to support one million SMEs in their defining moments, creating lasting impact for the communities and economies they drive. The team iwocaPay is iwoca's B2B payment product. It lets business buyers pay on trade credit terms while sellers receive payment upfront. The risk squad manages the loss exposure that sits beneath that model: credit risk, fraud and financial crime, disputes, and payment operation failures such as chargebacks. At the moment, the squad runs largely on operational controls. That works, but it means the analytical and operational sides of risk function independently of each other. We are building the capacity to change that - better predictive analytics, a consistent monitoring framework, and an overarching risk strategy. The squad sits within iwocaPay but works closely with iwoca's Risk Modelling team and the broader technical and data science functions. The role As Fraud Strategy Lead, you'll shape how the fraud function is built. The squad currently runs on effective operational controls, but it means the analytical and operational sides work independently of each other. Your challenge is to close that gap: designing transaction profiling strategies, establishing real-time automated decisioning, and defining risk appetite to keep the B2B checkout experience seamless while loss rates stay inside tolerance. You'll set modelling priorities and evaluate automated fraud models alongside embedded data scientists, rather than building from scratch yourself. You'll guide Risk Analysts and work across product and engineering to turn analytical trade-offs into commercial decisions others can act on. Credit policy, model governance, seller counterparty risk - you'll build up the frameworks for a new invoice finance product. You'll define the standards, judge whether the models meet them, and present a forward-looking strategy that tells Co Leads and wider leadership what to sequence next. The decisions you make will shape loss rates, approval volumes, and the pace at which a new product scales. The requirements Essential: Portfolio ownership: You have managed or materially contributed to a credit portfolio of £10 million or more, with accountability for fraud and/or credit loss performance against a defined risk appetite. Experience delivering fraud strategy in a digital lending, fintech, or payments context, focusing on transaction profiling over manual reviews. Experience with B2B specific fraud typologies, such as buyer impersonation, fictitious invoices, or merchant collusion. Experience managing fraud loss rates against high velocity transaction volumes, balancing fraud prevention with customer friction to achieve high straight through approval rates. Ability to monitor and evaluate automated fraud models, assessing feature quality and guiding data scientists without necessarily needing to build models yourself. Ability to collaborate across engineering, data science, and product, translating fraud trade offs into commercial decisions that non specialists can act on. Background in mathematics, statistics, economics, or a related quantitative discipline, allowing you to challenge, tune, and evolve risk frameworks. Uses AI tools to support analysis and decision making, applying strong judgement to ensure accuracy, risk awareness, and sound outcomes. Bonus: Experience at a B2B pay later or trade credit business. Experience assessing seller counterparty risk or merchant risk in a payments or embedded finance context. Experience building or scaling a risk function during a period of significant product change or volume growth. The salary We expect to pay from £110,000 - £130,000 for this role. But, we're open minded, so definitely include your salary goals with your application. We routinely benchmark salaries against market rates, and run quarterly performance and salary reviews. The culture At iwoca, the best idea wins. We model our culture on independent thinking, challenging untested logic, and evidence based decisions. We prioritise learning and growth, and give people the autonomy to develop in the direction that makes them most effective. We are a tech company, and we use AI where it helps us work faster or better. We expect people to look for useful applications, test them in practice, and use good judgment about when and how to rely on AI. The offices We put a lot of effort into making iwoca a great place to work: Offices in London, Leeds, Berlin, and Frankfurt with plenty of drinks and snacks. Events and community led groups, including running groups, padel, and monthly ping pong and pool competitions. The benefits Flexible working hours. Medical insurance from Vitality, including discounted gym membership. A private GP service (separate from Vitality) for you, your partner, and your dependents. 25 days' holiday per year, an extra day off for your birthday, the option to buy or sell an additional five days of annual leave, and unlimited unpaid leave. A one month, fully paid sabbatical after four years. Instant access to external counselling and therapy sessions for team members that need emotional or mental health support. 3% Pension contributions on total earnings. An employee equity incentive scheme. Generous parental leave and a nursery tax benefit scheme to help you save money. Electric car scheme and cycle to work scheme. Two company retreats a year: we've been to France, Italy, Spain, and further afield. And to make sure we all keep learning, we offer: A learning and development budget for everyone. Company wide talks with internal and external speakers. Access to learning platforms like Treehouse. Useful links: iwoca benefits & policies Interview welcome pack
At Moody's, we unite the brightest minds to turn today's risks into tomorrow's opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are-for the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moody's is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we're advancing AI to move from insight to action-enabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence. If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. Skills and Competencies A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a good understanding of financial products and markets. A deep understanding of AI model risk management, including risks and controls specific to Generative AI and Agentic AI, and their implications for model validation and governance. Deep expertise in artificial intelligence, with a track record of implementing advanced AI solutions to drive strategic transformation and operational efficiency. Strong experience using AI tools to lead innovation initiatives. Demonstrated leadership in managing AI-related risks, ensuring ethical governance, and fostering a culture of responsible AI adoption across the organization. The ability to articulate complex ideas fluently and clearly. Proficiency in programming languages such as R, Python, MATLAB, and SQL, with the ability to work within an established code base. Knowledge of C++ programming is preferred. Previous experience in model validation and development, particularly in areas such as credit risk, counterparty credit risk, or market risk is necessary. Candidates should be adept at handling model validation assignments with minimal supervision. 10+ years of experience in model development, validation, and risk analytics is necessary. Build and nurture relationships: Inspire and encourage team members to build strong, collaborative relationships Provide timely feedback and coaching: Offer constructive feedback and coaching to help team members optimize their potential Role model growth mindset: Foster innovation and advance the team's evolution by demonstrating a growth mindset Encourage agile thinking and adaptability within the team Translate strategy into actionable goals: Ensure the team focuses on critical priorities by setting clear, actionable goals Establish a compelling vision: Provide clear direction and a compelling vision for the team to follow Create a culture of trust: Honor commitments and treat everyone with respect to build a culture of trust Highly organized, efficient, and detail oriented, demonstrating a high level of accuracy in their work. Possesses excellent organizational skills, capable of multitasking and prioritizing work effectively within a team environment. The ability to work under tight deadlines, manage time efficiently, and maintain focus is essential. Candidates should be capable of working both independently and collaboratively, with strong English written and spoken communication skills. Education A strong academic background in a quantitative field such as mathematics, artificial intelligence, physics, economics or engineering or a program focused on quantitative discipline is essential, with a preference for candidates holding a post graduate degree. Responsibilities The role involves validating models, scorecards and agents used in the context of credit rating activities across asset classes as well as AI model risk management and development. In addition to solid traditional model validation skills and experience, the successful candidate will provide in-depth knowledge and expertise in Generative & Agentic AI. Execute and lead independent validation reviews of credit rating models, scorecards, including hands on assessment of inputs, assumptions, conceptual soundness, performance, and limitations. Lead AI model risk management activities end to end, including identification, assessment, and mitigation of risks specific to GenAI and agentic AI. Design and deliver complex validation analyses, including model replication, challenger development, sensitivity testing, benchmarking, and ad hoc quantitative investigations. Own validation outputs end to end, from test plan design through clear, concise validation reporting and effective challenge of model developers. Develop AI model risk management capability within MRG, mentoring validators, developing GenAI and Agentic AI expertise, and actively contributing as a subject matter expert across analytical and methodology teams. Drive rigorous execution standards and culture, promoting effective challenge, continuous improvement, and practical application of model risk frameworks and policies. About the team The MRG Quantitative Review team independently reviews and validates quantitative models and scorecards that support credit ratings. It notably assesses whether these tools are conceptually sound, appropriately calibrated, and fit for purpose, and that they operate in line with approved methodologies and governance standards. Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law. Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.
Aug 04, 2026
Full time
At Moody's, we unite the brightest minds to turn today's risks into tomorrow's opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are-for the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moody's is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we're advancing AI to move from insight to action-enabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence. If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. Skills and Competencies A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a good understanding of financial products and markets. A deep understanding of AI model risk management, including risks and controls specific to Generative AI and Agentic AI, and their implications for model validation and governance. Deep expertise in artificial intelligence, with a track record of implementing advanced AI solutions to drive strategic transformation and operational efficiency. Strong experience using AI tools to lead innovation initiatives. Demonstrated leadership in managing AI-related risks, ensuring ethical governance, and fostering a culture of responsible AI adoption across the organization. The ability to articulate complex ideas fluently and clearly. Proficiency in programming languages such as R, Python, MATLAB, and SQL, with the ability to work within an established code base. Knowledge of C++ programming is preferred. Previous experience in model validation and development, particularly in areas such as credit risk, counterparty credit risk, or market risk is necessary. Candidates should be adept at handling model validation assignments with minimal supervision. 10+ years of experience in model development, validation, and risk analytics is necessary. Build and nurture relationships: Inspire and encourage team members to build strong, collaborative relationships Provide timely feedback and coaching: Offer constructive feedback and coaching to help team members optimize their potential Role model growth mindset: Foster innovation and advance the team's evolution by demonstrating a growth mindset Encourage agile thinking and adaptability within the team Translate strategy into actionable goals: Ensure the team focuses on critical priorities by setting clear, actionable goals Establish a compelling vision: Provide clear direction and a compelling vision for the team to follow Create a culture of trust: Honor commitments and treat everyone with respect to build a culture of trust Highly organized, efficient, and detail oriented, demonstrating a high level of accuracy in their work. Possesses excellent organizational skills, capable of multitasking and prioritizing work effectively within a team environment. The ability to work under tight deadlines, manage time efficiently, and maintain focus is essential. Candidates should be capable of working both independently and collaboratively, with strong English written and spoken communication skills. Education A strong academic background in a quantitative field such as mathematics, artificial intelligence, physics, economics or engineering or a program focused on quantitative discipline is essential, with a preference for candidates holding a post graduate degree. Responsibilities The role involves validating models, scorecards and agents used in the context of credit rating activities across asset classes as well as AI model risk management and development. In addition to solid traditional model validation skills and experience, the successful candidate will provide in-depth knowledge and expertise in Generative & Agentic AI. Execute and lead independent validation reviews of credit rating models, scorecards, including hands on assessment of inputs, assumptions, conceptual soundness, performance, and limitations. Lead AI model risk management activities end to end, including identification, assessment, and mitigation of risks specific to GenAI and agentic AI. Design and deliver complex validation analyses, including model replication, challenger development, sensitivity testing, benchmarking, and ad hoc quantitative investigations. Own validation outputs end to end, from test plan design through clear, concise validation reporting and effective challenge of model developers. Develop AI model risk management capability within MRG, mentoring validators, developing GenAI and Agentic AI expertise, and actively contributing as a subject matter expert across analytical and methodology teams. Drive rigorous execution standards and culture, promoting effective challenge, continuous improvement, and practical application of model risk frameworks and policies. About the team The MRG Quantitative Review team independently reviews and validates quantitative models and scorecards that support credit ratings. It notably assesses whether these tools are conceptually sound, appropriately calibrated, and fit for purpose, and that they operate in line with approved methodologies and governance standards. Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law. Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.
JOB DESCRIPTION We're seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in London. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions. Job Summary: As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management. Job responsibilities Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment. Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis. Own end-to-end delivery with Technology on implementation, testing and deployment. Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring. Required qualification, capabilities, and skills Advanced degree in a quantitative field (or Bachelor's with relevant experience). Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches. Strong programming in Python and/or C++. Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment. Preferred qualification, capabilities, and skills Agentic AI and data pipeline/processing experience a plus. Product development lifecycle experience a plus. ABOUT US J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit ourFAQsfor more information about requesting an accommodation. ABOUT THE TEAM J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Aug 04, 2026
Full time
JOB DESCRIPTION We're seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in London. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions. Job Summary: As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management. Job responsibilities Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment. Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis. Own end-to-end delivery with Technology on implementation, testing and deployment. Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring. Required qualification, capabilities, and skills Advanced degree in a quantitative field (or Bachelor's with relevant experience). Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches. Strong programming in Python and/or C++. Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment. Preferred qualification, capabilities, and skills Agentic AI and data pipeline/processing experience a plus. Product development lifecycle experience a plus. ABOUT US J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit ourFAQsfor more information about requesting an accommodation. ABOUT THE TEAM J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Senior C# / .NET Developer Risk & Securities Lending Location: London (Hybrid) Contract Duration: 6 Months Industry: Financial Services About the Opportunity Are you a seasoned C# engineer with a deep understanding of financial markets? We are seeking an experienced Senior C# / .NET Developer to join a high-performing technology team supporting critical Risk Management and Securities Lending platforms. In this 6-month hybrid contract, you will play a pivotal role in designing, building, and supporting high-performance systems used for complex risk calculations and trading/financing workflows. Working closely with quants, risk managers, and the Front Office, you will deliver scalable, robust solutions in a fast-paced, regulated environment. What You Will Do System Development: Design, build, and maintain high-performance C# / .NET applications supporting Risk and Securities Lending workflows. API Integration: Build and consume RESTful APIs to seamlessly connect complex upstream and downstream financial systems. Data & Throughput: Handle large datasets and high-throughput systems, contributing to vital exposure calculations, limits, and reporting. Best Practices: Write scalable, testable, and maintainable object-oriented code, participating in architectural discussions and code reviews. Cross-Functional Collaboration: Partner with Risk, Front Office, Operations, Compliance, and Product Owners to translate business needs into technical reality. Production Support: Assist with incident analysis, remediation, and the ongoing support of live systems. What We Are Looking For Core Technical Expertise: Deep, hands-on experience with C# and .NET (including .NET Core). Exceptional Object-Oriented Programming (OOP) skills and architectural design principles. Proven track record in designing and implementing REST/JSON APIs. Solid SQL database experience (e.g., SQL Server). Strong grasp of application performance, scalability, unit/integration testing, and CI/CD pipelines. Essential Domain Knowledge: A proven background working within Financial Services technology. Strong domain knowledge in at least one of the following: Risk Management, Securities Lending, Prime Brokerage, or Collateral/Margin/Financing platforms. Highly Beneficial / Nice-to-Have: Exposure to risk and regulatory methodologies (RWA, CCAR, Basel III / IV). Understanding of credit risk, counterparty exposure, or capital calculations. 10+ years of commercial software engineering experience. Experience with Cloud platforms (Azure/AWS) and messaging technologies (e.g., Kafka). Familiarity with front-to-back trading systems and Agile/Scrum delivery. About You You possess a strong analytical and problem-solving mindset. You are highly comfortable navigating complex, highly regulated enterprise environments. You can communicate complex technical concepts clearly to non-technical stakeholders. You are proactive, detail-oriented, and hyper-focused on reliable delivery. How to Apply If you have the technical depth and the financial domain expertise to hit the ground running, we want to hear from you. Apply now at Prasanna com with your updated CV to be considered for this immediate contract opportunity. Randstad Technologies is acting as an Employment Business in relation to this vacancy.
Jul 31, 2026
Contractor
Senior C# / .NET Developer Risk & Securities Lending Location: London (Hybrid) Contract Duration: 6 Months Industry: Financial Services About the Opportunity Are you a seasoned C# engineer with a deep understanding of financial markets? We are seeking an experienced Senior C# / .NET Developer to join a high-performing technology team supporting critical Risk Management and Securities Lending platforms. In this 6-month hybrid contract, you will play a pivotal role in designing, building, and supporting high-performance systems used for complex risk calculations and trading/financing workflows. Working closely with quants, risk managers, and the Front Office, you will deliver scalable, robust solutions in a fast-paced, regulated environment. What You Will Do System Development: Design, build, and maintain high-performance C# / .NET applications supporting Risk and Securities Lending workflows. API Integration: Build and consume RESTful APIs to seamlessly connect complex upstream and downstream financial systems. Data & Throughput: Handle large datasets and high-throughput systems, contributing to vital exposure calculations, limits, and reporting. Best Practices: Write scalable, testable, and maintainable object-oriented code, participating in architectural discussions and code reviews. Cross-Functional Collaboration: Partner with Risk, Front Office, Operations, Compliance, and Product Owners to translate business needs into technical reality. Production Support: Assist with incident analysis, remediation, and the ongoing support of live systems. What We Are Looking For Core Technical Expertise: Deep, hands-on experience with C# and .NET (including .NET Core). Exceptional Object-Oriented Programming (OOP) skills and architectural design principles. Proven track record in designing and implementing REST/JSON APIs. Solid SQL database experience (e.g., SQL Server). Strong grasp of application performance, scalability, unit/integration testing, and CI/CD pipelines. Essential Domain Knowledge: A proven background working within Financial Services technology. Strong domain knowledge in at least one of the following: Risk Management, Securities Lending, Prime Brokerage, or Collateral/Margin/Financing platforms. Highly Beneficial / Nice-to-Have: Exposure to risk and regulatory methodologies (RWA, CCAR, Basel III / IV). Understanding of credit risk, counterparty exposure, or capital calculations. 10+ years of commercial software engineering experience. Experience with Cloud platforms (Azure/AWS) and messaging technologies (e.g., Kafka). Familiarity with front-to-back trading systems and Agile/Scrum delivery. About You You possess a strong analytical and problem-solving mindset. You are highly comfortable navigating complex, highly regulated enterprise environments. You can communicate complex technical concepts clearly to non-technical stakeholders. You are proactive, detail-oriented, and hyper-focused on reliable delivery. How to Apply If you have the technical depth and the financial domain expertise to hit the ground running, we want to hear from you. Apply now at Prasanna com with your updated CV to be considered for this immediate contract opportunity. Randstad Technologies is acting as an Employment Business in relation to this vacancy.
Job Description Counterparty Risk (CCR), part of Wholesale Credit Risk, is responsible for measuring and monitoring counterparty exposures across OTC derivatives (cleared and non cleared), Futures and Options, Securities Financing, Securities Prime Services, CCPs and Commodities. The broader CCR organization oversees exposure measurement, risk monitoring and escalation, ad hoc risk investigations and analyses, assessment of collateral and margin arrangements, ownership of credit exposure metrics, and the development and maintenance of related exposure calculation and reporting capabilities. This is a dynamic area of risk management at the intersection of markets, analytics, controls, and technology, offering broad product exposure and the opportunity to contribute to high impact risk and transformation initiatives. As a Counterparty Credit Risk Vice President in the Risk Controls, Projects and Transformation team, you will play a key role in strengthening the team's control framework, enhancing portfolio level risk management processes, and advancing strategic transformation priorities. The role offers a broad platform across risk oversight, portfolio analytics, process improvement, and cross functional delivery, with interaction across Quantitative Research, Technology, Product, Credit Officers, and other stakeholders. Job Responsibilities Support and enhance the team's risk control framework, including oversight of Risk Not In Stress (RNIS) and Risk Not In Peak (RNIP) and related control processes Oversee and challenge model compensating controls to ensure appropriate governance, monitoring and escalation of exposure related adjustments Monitor and manage portfolio thresholds at an aggregate or portfolio level, investigate significant movements, and provide clear analysis and recommendations Perform ad hoc risk investigations and thematic analyses in response to market events, business questions, control reviews, or senior management requests Drive projects and transformation initiatives aimed at improving team efficiency, control robustness, data quality, and workflow effectiveness Develop and maintain analytical tools and automation solutions using Python, AI/LLM enabled techniques where relevant, and other data tooling to streamline reporting, monitoring, and analysis processes and support more efficient decision making Leverage platforms such as Tableau, Alteryx, and related technologies to improve transparency, scalability, and delivery of management information Partner with Technology and other teams across Wholesale Credit Risk to support strategic enhancements in data, analytics, automation, and emerging capabilities Collaborate closely with Quantitative Research, Technology, Product, Credit Officers, and other stakeholders to review methodologies, improve processes, and address risk management priorities Support regulatory, audit, governance, and control related deliverables as needed Work across a broad range of products and counterparty types, contributing to consistent and effective risk oversight across the CCR portfolio Required qualifications, capabilities, and skills Bachelor's degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance and/or Economics Strong analytical and problem solving skills, with the ability to synthesize complex risk information, identify practical solutions, and communicate insights clearly to different audiences Proficiency in Python programming and SQL, and experience using data and visualization tools such as Tableau, Alteryx, ThoughtSpot, or similar platforms to support analytics, automation, and process improvement Good understanding of derivatives (bilateral and cleared), Futures and Options, Securities Financing, Prime Services, and related counterparty credit risk products Understanding of key CCR concepts, including exposure measurement, PFE, collateral and margin, model overlays or compensation, portfolio thresholds, RNIS, RNIP, and stress or sensitivity analysis across asset classes Proficiency with MS Excel and strong comfort working with large data sets and analytical workflows Strong written and verbal communication skills, with the ability to explain technical concepts to non specialists and engage constructively with a broad stakeholder group Strong sense of accountability and ownership; self motivated, control minded, and confident in making, articulating, and challenging risk judgments where appropriate Ability to work effectively across functions and build strong partnerships with Quantitative Research, Technology, Product, Credit Officers, and other stakeholders Preferred qualifications, capabilities, and skills Prior experience in market risk and/or counterparty risk, particularly in controls, analytics, portfolio management, collateral or exposure related roles Experience supporting risk control frameworks, governance processes, model related controls, or portfolio threshold management Experience delivering automation, reporting, or workflow improvement initiatives in a risk, analytics, or control environment, with the ability to translate business needs into practical solutions Experience designing or implementing AI/LLM enabled solutions to support analytics, automation, or workflow enhancement is advantageous Familiarity with regulatory expectations, audit processes, and governance requirements relevant to counterparty credit risk is preferred Experience working across diverse stakeholders in a complex global organization is advantageous
Jul 27, 2026
Full time
Job Description Counterparty Risk (CCR), part of Wholesale Credit Risk, is responsible for measuring and monitoring counterparty exposures across OTC derivatives (cleared and non cleared), Futures and Options, Securities Financing, Securities Prime Services, CCPs and Commodities. The broader CCR organization oversees exposure measurement, risk monitoring and escalation, ad hoc risk investigations and analyses, assessment of collateral and margin arrangements, ownership of credit exposure metrics, and the development and maintenance of related exposure calculation and reporting capabilities. This is a dynamic area of risk management at the intersection of markets, analytics, controls, and technology, offering broad product exposure and the opportunity to contribute to high impact risk and transformation initiatives. As a Counterparty Credit Risk Vice President in the Risk Controls, Projects and Transformation team, you will play a key role in strengthening the team's control framework, enhancing portfolio level risk management processes, and advancing strategic transformation priorities. The role offers a broad platform across risk oversight, portfolio analytics, process improvement, and cross functional delivery, with interaction across Quantitative Research, Technology, Product, Credit Officers, and other stakeholders. Job Responsibilities Support and enhance the team's risk control framework, including oversight of Risk Not In Stress (RNIS) and Risk Not In Peak (RNIP) and related control processes Oversee and challenge model compensating controls to ensure appropriate governance, monitoring and escalation of exposure related adjustments Monitor and manage portfolio thresholds at an aggregate or portfolio level, investigate significant movements, and provide clear analysis and recommendations Perform ad hoc risk investigations and thematic analyses in response to market events, business questions, control reviews, or senior management requests Drive projects and transformation initiatives aimed at improving team efficiency, control robustness, data quality, and workflow effectiveness Develop and maintain analytical tools and automation solutions using Python, AI/LLM enabled techniques where relevant, and other data tooling to streamline reporting, monitoring, and analysis processes and support more efficient decision making Leverage platforms such as Tableau, Alteryx, and related technologies to improve transparency, scalability, and delivery of management information Partner with Technology and other teams across Wholesale Credit Risk to support strategic enhancements in data, analytics, automation, and emerging capabilities Collaborate closely with Quantitative Research, Technology, Product, Credit Officers, and other stakeholders to review methodologies, improve processes, and address risk management priorities Support regulatory, audit, governance, and control related deliverables as needed Work across a broad range of products and counterparty types, contributing to consistent and effective risk oversight across the CCR portfolio Required qualifications, capabilities, and skills Bachelor's degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance and/or Economics Strong analytical and problem solving skills, with the ability to synthesize complex risk information, identify practical solutions, and communicate insights clearly to different audiences Proficiency in Python programming and SQL, and experience using data and visualization tools such as Tableau, Alteryx, ThoughtSpot, or similar platforms to support analytics, automation, and process improvement Good understanding of derivatives (bilateral and cleared), Futures and Options, Securities Financing, Prime Services, and related counterparty credit risk products Understanding of key CCR concepts, including exposure measurement, PFE, collateral and margin, model overlays or compensation, portfolio thresholds, RNIS, RNIP, and stress or sensitivity analysis across asset classes Proficiency with MS Excel and strong comfort working with large data sets and analytical workflows Strong written and verbal communication skills, with the ability to explain technical concepts to non specialists and engage constructively with a broad stakeholder group Strong sense of accountability and ownership; self motivated, control minded, and confident in making, articulating, and challenging risk judgments where appropriate Ability to work effectively across functions and build strong partnerships with Quantitative Research, Technology, Product, Credit Officers, and other stakeholders Preferred qualifications, capabilities, and skills Prior experience in market risk and/or counterparty risk, particularly in controls, analytics, portfolio management, collateral or exposure related roles Experience supporting risk control frameworks, governance processes, model related controls, or portfolio threshold management Experience delivering automation, reporting, or workflow improvement initiatives in a risk, analytics, or control environment, with the ability to translate business needs into practical solutions Experience designing or implementing AI/LLM enabled solutions to support analytics, automation, or workflow enhancement is advantageous Familiarity with regulatory expectations, audit processes, and governance requirements relevant to counterparty credit risk is preferred Experience working across diverse stakeholders in a complex global organization is advantageous
What role you will play in our team We are seeking a qualified candidate for the position of Trading Credit Senior Advisor to be located in London. What you will do The Trading Credit Senior Advisor will be a key member in our Global Trading Credit team, working closely with traders, the Finance and Risk team and our global Credit organization to provide effective credit risk management and build out our capabilities to support the growing Global Trading organization. This position will report directly to the Global Trading Credit Manager in Houston. Responsibilities will include: Performing counterparty evaluations and risk assessments, proposing appropriate credit limit recommendations, and advising traders on credit risk appetite Providing real time support to Trading teams on the identification and assessment of credit risks in spot and term deals Assisting in design and development of future credit risk capabilities and system requirements Supporting origination and structured finance teams in the design, evaluation and monitoring of complex structures across commodities Advising and negotiating on credit provisions, collateral requirements and security needs within trade and credit support agreements Risk monitoring of a regional trade portfolio, notifying Credit and Trading managers of any material risks or significant events Managing and maintaining external relationships with counterparties, financial intermediaries, and credit risk insurers Liaising across teams to connect credit risk with market, liquidity and other risks managed by traders About You Skills and Qualifications Bachelor's degree required from an accredited college or university Experience in a similar role in the energy / commodity trading industry or supporting a bank energy desk Preferred Qualifications / Experience MBA or advanced degree Experience supporting energy-related origination and structured finance transactions Deep understanding of energy trading with an ability to identify, manage and mitigate credit risk across trading strategies In depth market knowledge and experience of trading credit risk mitigation (e.g. credit risk insurance, factoring, netting) Ability to assist in the design and development of future trading credit capabilities and systems Strong communication and collaboration skills with demonstrated experience working with Trading support functions Prior experience developing and implementing credit pricing methodologies and practices We offer you: Share incentive plan Private healthcare for employees and their families Free gym at most UK sites Please note benefits may be changed from time to time without notice, subject to applicable law Conditions of Employment Successful candidates will be made a conditional offer of employment. The conditions include, but are not limited to: a satisfactory criminal records disclosure; satisfactory employment references over five years (where applicable); verification of qualifications, including any professional accreditation stated in the application; completion of a pre employment medical, including a test for illicit or unprescribed drugs in accordance with the Company's safety policies; and the legal right to work on the agreed commencement date. Equal Employment Opportunity Policy ExxonMobil and its United Kingdom subsidiary companies, Esso Petroleum Company, Limited, and ExxonMobil Chemical Limited, are equal opportunity employers and all qualified applicants will receive consideration for employment. All applicants are offered equal opportunity to demonstrate their abilities during our recruitment processes, therefore, please contact the Recruitment Team if you wish to discuss any particular requirements to enable you to complete our recruitment process.
Jul 20, 2026
Full time
What role you will play in our team We are seeking a qualified candidate for the position of Trading Credit Senior Advisor to be located in London. What you will do The Trading Credit Senior Advisor will be a key member in our Global Trading Credit team, working closely with traders, the Finance and Risk team and our global Credit organization to provide effective credit risk management and build out our capabilities to support the growing Global Trading organization. This position will report directly to the Global Trading Credit Manager in Houston. Responsibilities will include: Performing counterparty evaluations and risk assessments, proposing appropriate credit limit recommendations, and advising traders on credit risk appetite Providing real time support to Trading teams on the identification and assessment of credit risks in spot and term deals Assisting in design and development of future credit risk capabilities and system requirements Supporting origination and structured finance teams in the design, evaluation and monitoring of complex structures across commodities Advising and negotiating on credit provisions, collateral requirements and security needs within trade and credit support agreements Risk monitoring of a regional trade portfolio, notifying Credit and Trading managers of any material risks or significant events Managing and maintaining external relationships with counterparties, financial intermediaries, and credit risk insurers Liaising across teams to connect credit risk with market, liquidity and other risks managed by traders About You Skills and Qualifications Bachelor's degree required from an accredited college or university Experience in a similar role in the energy / commodity trading industry or supporting a bank energy desk Preferred Qualifications / Experience MBA or advanced degree Experience supporting energy-related origination and structured finance transactions Deep understanding of energy trading with an ability to identify, manage and mitigate credit risk across trading strategies In depth market knowledge and experience of trading credit risk mitigation (e.g. credit risk insurance, factoring, netting) Ability to assist in the design and development of future trading credit capabilities and systems Strong communication and collaboration skills with demonstrated experience working with Trading support functions Prior experience developing and implementing credit pricing methodologies and practices We offer you: Share incentive plan Private healthcare for employees and their families Free gym at most UK sites Please note benefits may be changed from time to time without notice, subject to applicable law Conditions of Employment Successful candidates will be made a conditional offer of employment. The conditions include, but are not limited to: a satisfactory criminal records disclosure; satisfactory employment references over five years (where applicable); verification of qualifications, including any professional accreditation stated in the application; completion of a pre employment medical, including a test for illicit or unprescribed drugs in accordance with the Company's safety policies; and the legal right to work on the agreed commencement date. Equal Employment Opportunity Policy ExxonMobil and its United Kingdom subsidiary companies, Esso Petroleum Company, Limited, and ExxonMobil Chemical Limited, are equal opportunity employers and all qualified applicants will receive consideration for employment. All applicants are offered equal opportunity to demonstrate their abilities during our recruitment processes, therefore, please contact the Recruitment Team if you wish to discuss any particular requirements to enable you to complete our recruitment process.
, and how to manage yourSenior Risk Analyst, Private Credit Investment Risk page is loaded Senior Risk Analyst, Private Credit Investment Risklocations: London, Londontime type: Full timeposted on: Posted Todayjob requisition id: R-13422As one of the world's leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you're looking for challenging work, intelligent colleagues, and exposure across a global footprint, come explore your potential at Invesco.# Job Description We have an outstanding benefits package which includes: Company-provided healthcare A competitive annual leave allowance Flexible working options, including hybrid working arrangements Generous pension provisions Income protection Health and wellness benefits Volunteering days Enhanced parental leave Life insurance Your role: You will support Invesco's risk management capabilities by providing transparency to the senior team on all investment related risks for Private Credit (CLO, Broadly Syndicated Loans, Direct Lending, Special Situations/Distressed and other) portfolios. You will play a key role in the development and implementation of best practices to ensure effective management of market, counterparty, and liquidity risk on behalf of Invesco's clients. Key Responsibilities: Work with the Global Head of Alternatives Risk and the Risk Director in formulating direction around Investment Risk strategy and objectives in alignment with Invesco's mission and investment philosophy. Facilitate investment performance and positive client outcomes through the delivery of commercially aware value-added insights along with effective collaboration with the Investment team. Drive delivery of strategic projects related to technology, data, and human capital to ensure Private Credit Investment Risk has the necessary tools and resources to meet stated objectives. Advance the ongoing buildout of data analytics and data libraries to support deep dive analysis across Private Credit portfolios. Identify key risk exposures and performance drivers; define and monitor risk guidelines and develop quantitative analytics to support risk estimation and management. Maintain an active dialogue with the Private Credit investment teams and facilitate discussion between investment team members around risk profiles, changes to risk composition and firmwide risk appetite. Gather necessary data and develop presentation materials for periodic board updates to ensure Invesco leadership is aware of the performance and state of risk across all Private Credit funds. Continually develop and refine Private Credit Investment Risk's capabilities to understand the drivers of portfolio performance and alpha generation beyond benchmarking. Lead the ongoing review of risk limits and effective challenge process in consultation with cross-functional teams. Ensure the Private Credit Investment Risk strategy continuously reflects current business environment, market conditions, and legal/regulatory requirements. Anticipate new and emerging risks and play a critical role in providing insights and guidance on the positioning of portfolios to be successful across a wide range of market conditions. Provide guidance for Private Credit risk governance policies and procedures to ensure Private Credit risk meets business/regulatory requirements and function as designed/planned. What you can bring: Proven experience in relevant financial markets, including at an Asset Manager, Hedge Fund, or Investment Bank. Experience with financial or risk modeling, data analysis of large data sets, dashboard/visualization creation, leveraged loan markets and/or credit analysis. Demonstrated track record building and fostering a wide range of stakeholder relationships and needs. Collaborative and motivated by working in close partnership with colleagues as part of Investment Risk team. Bachelor's Degree in relevant financial field a plus (Finance, Business, Risk Management, Financial Engineering, etc.). CFA, CAIA, or FRM designation(s) a plus. Disability Confident Scheme: Applicants who opt in to the Disability Confident Scheme and meet the criteria for the role will be offered an interview. We are committed to providing an inclusive recruitment process for all candidates who make an application. By opting-in to this scheme, applicants will be disclosing that they have a disability solely for the purpose of the Disability Confident Scheme. The Disability Confident Scheme only guarantees an interview - it does not automatically mean that applicants interviewed will gain employment with Invesco at that time.To apply through the Disability Confident Scheme, you'll need to firstly ensure you have applied for the role via our external careers page. Following this, you'll need to email us at your wish to opt-in, alongside your contact details and the title of the role you wish to apply for.# Full Time / Part Time Full time# Worker Type Employee# Job Exempt (Yes / No) Yes# Workplace Model Pursuant to Invesco's Workplace Policy, employees are expected to comply with the firm's most current workplace model, which as of October 1, 2025, includes spending at least four full days each week working in an Invesco office. This reflects our belief that spending time together in the office helps us build stronger relationships, collaborate more easily, and support each other's growth and development.If this sounds like you, we'd love to hear from you! We want all of our candidates to shine during the application and selection process, so if you need any adjustments to be made, please send an e-mail to . Please include your name, the job you are interested in, and the type of adjustment you need (for example; breaks during your interview, remote interviews, additional time for assessments or other required adjustments)We promote a working environment that welcomes everyone and creates inclusive teams, celebrates difference and encourages everyone to be themselves at work. Our commitment to the community and environmental, social and governance investing: We partner with charitable organisations globally to make an impact in the communities where we live and work. Our people are encouraged to support the charities they feel most passionate about. We are also committed to environmental, social and governance (ESG) investing. We serve our clients in this space as a trusted partner both on specific responsible investment product strategies as well as part of our commitment to deliver a superior investment experience. Recruitment Agencies: Invesco has an in-house recruitment team, which focuses on sourcing great candidates directly. Invesco will not accept unsolicited resumes from agency or search firm recruiters. Fees will not be paid in the event a candidate submitted by a recruiter without an agreement in place is hired. When we do use agencies, we have a PSL in place, so please do not contact hiring managers directly. Regulatory: This position may fall in-scope of one or multiple regimes/directives.
May 31, 2026
Full time
, and how to manage yourSenior Risk Analyst, Private Credit Investment Risk page is loaded Senior Risk Analyst, Private Credit Investment Risklocations: London, Londontime type: Full timeposted on: Posted Todayjob requisition id: R-13422As one of the world's leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you're looking for challenging work, intelligent colleagues, and exposure across a global footprint, come explore your potential at Invesco.# Job Description We have an outstanding benefits package which includes: Company-provided healthcare A competitive annual leave allowance Flexible working options, including hybrid working arrangements Generous pension provisions Income protection Health and wellness benefits Volunteering days Enhanced parental leave Life insurance Your role: You will support Invesco's risk management capabilities by providing transparency to the senior team on all investment related risks for Private Credit (CLO, Broadly Syndicated Loans, Direct Lending, Special Situations/Distressed and other) portfolios. You will play a key role in the development and implementation of best practices to ensure effective management of market, counterparty, and liquidity risk on behalf of Invesco's clients. Key Responsibilities: Work with the Global Head of Alternatives Risk and the Risk Director in formulating direction around Investment Risk strategy and objectives in alignment with Invesco's mission and investment philosophy. Facilitate investment performance and positive client outcomes through the delivery of commercially aware value-added insights along with effective collaboration with the Investment team. Drive delivery of strategic projects related to technology, data, and human capital to ensure Private Credit Investment Risk has the necessary tools and resources to meet stated objectives. Advance the ongoing buildout of data analytics and data libraries to support deep dive analysis across Private Credit portfolios. Identify key risk exposures and performance drivers; define and monitor risk guidelines and develop quantitative analytics to support risk estimation and management. Maintain an active dialogue with the Private Credit investment teams and facilitate discussion between investment team members around risk profiles, changes to risk composition and firmwide risk appetite. Gather necessary data and develop presentation materials for periodic board updates to ensure Invesco leadership is aware of the performance and state of risk across all Private Credit funds. Continually develop and refine Private Credit Investment Risk's capabilities to understand the drivers of portfolio performance and alpha generation beyond benchmarking. Lead the ongoing review of risk limits and effective challenge process in consultation with cross-functional teams. Ensure the Private Credit Investment Risk strategy continuously reflects current business environment, market conditions, and legal/regulatory requirements. Anticipate new and emerging risks and play a critical role in providing insights and guidance on the positioning of portfolios to be successful across a wide range of market conditions. Provide guidance for Private Credit risk governance policies and procedures to ensure Private Credit risk meets business/regulatory requirements and function as designed/planned. What you can bring: Proven experience in relevant financial markets, including at an Asset Manager, Hedge Fund, or Investment Bank. Experience with financial or risk modeling, data analysis of large data sets, dashboard/visualization creation, leveraged loan markets and/or credit analysis. Demonstrated track record building and fostering a wide range of stakeholder relationships and needs. Collaborative and motivated by working in close partnership with colleagues as part of Investment Risk team. Bachelor's Degree in relevant financial field a plus (Finance, Business, Risk Management, Financial Engineering, etc.). CFA, CAIA, or FRM designation(s) a plus. Disability Confident Scheme: Applicants who opt in to the Disability Confident Scheme and meet the criteria for the role will be offered an interview. We are committed to providing an inclusive recruitment process for all candidates who make an application. By opting-in to this scheme, applicants will be disclosing that they have a disability solely for the purpose of the Disability Confident Scheme. The Disability Confident Scheme only guarantees an interview - it does not automatically mean that applicants interviewed will gain employment with Invesco at that time.To apply through the Disability Confident Scheme, you'll need to firstly ensure you have applied for the role via our external careers page. Following this, you'll need to email us at your wish to opt-in, alongside your contact details and the title of the role you wish to apply for.# Full Time / Part Time Full time# Worker Type Employee# Job Exempt (Yes / No) Yes# Workplace Model Pursuant to Invesco's Workplace Policy, employees are expected to comply with the firm's most current workplace model, which as of October 1, 2025, includes spending at least four full days each week working in an Invesco office. This reflects our belief that spending time together in the office helps us build stronger relationships, collaborate more easily, and support each other's growth and development.If this sounds like you, we'd love to hear from you! We want all of our candidates to shine during the application and selection process, so if you need any adjustments to be made, please send an e-mail to . Please include your name, the job you are interested in, and the type of adjustment you need (for example; breaks during your interview, remote interviews, additional time for assessments or other required adjustments)We promote a working environment that welcomes everyone and creates inclusive teams, celebrates difference and encourages everyone to be themselves at work. Our commitment to the community and environmental, social and governance investing: We partner with charitable organisations globally to make an impact in the communities where we live and work. Our people are encouraged to support the charities they feel most passionate about. We are also committed to environmental, social and governance (ESG) investing. We serve our clients in this space as a trusted partner both on specific responsible investment product strategies as well as part of our commitment to deliver a superior investment experience. Recruitment Agencies: Invesco has an in-house recruitment team, which focuses on sourcing great candidates directly. Invesco will not accept unsolicited resumes from agency or search firm recruiters. Fees will not be paid in the event a candidate submitted by a recruiter without an agreement in place is hired. When we do use agencies, we have a PSL in place, so please do not contact hiring managers directly. Regulatory: This position may fall in-scope of one or multiple regimes/directives.
Quantitative Analyst - XVA / Collateral / Credit London, UK - 3 days on site in office 6 months + Brief Recruiting for an experienced Quantitative Analyst to join a high-performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling. You'll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting-edge regulatory and optimisation initiatives across XVA and RWA. Key Responsibilities Develop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure) Build mathematical and computational tools supporting front office and risk functions Partner with trading desks, risk teams, and IT to implement and optimise models Contribute to strategic projects including: Regulatory frameworks (e.g. SA-CCR, FRTB-CVA) XVA optimisation and sensitivities (AAD, ML techniques) Support development of quant libraries and scalable platform architecture Assist in system migrations and collateral platform development Technical Skills Strong programming skills (e.g. C++, SQL, C#, VBA ) Solid understanding of numerical methods : Monte Carlo simulations Optimisation techniques Experience with: Multi-threading and distributed computing Databases (SQL/Oracle/Access) XML/XSLT and Microsoft development tools Experience Exposure to XVA, counterparty risk, or RWA optimisation Experience working with complex financial models in a front office or risk environment Education Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law. Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers. By applying for this role your details will be submitted to Modis International Ltd and/ or Modis Europe Ltd. Our Candidate Privacy Information Statement which explains how we will use your information is available on the Modis website.
May 19, 2026
Contractor
Quantitative Analyst - XVA / Collateral / Credit London, UK - 3 days on site in office 6 months + Brief Recruiting for an experienced Quantitative Analyst to join a high-performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling. You'll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting-edge regulatory and optimisation initiatives across XVA and RWA. Key Responsibilities Develop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure) Build mathematical and computational tools supporting front office and risk functions Partner with trading desks, risk teams, and IT to implement and optimise models Contribute to strategic projects including: Regulatory frameworks (e.g. SA-CCR, FRTB-CVA) XVA optimisation and sensitivities (AAD, ML techniques) Support development of quant libraries and scalable platform architecture Assist in system migrations and collateral platform development Technical Skills Strong programming skills (e.g. C++, SQL, C#, VBA ) Solid understanding of numerical methods : Monte Carlo simulations Optimisation techniques Experience with: Multi-threading and distributed computing Databases (SQL/Oracle/Access) XML/XSLT and Microsoft development tools Experience Exposure to XVA, counterparty risk, or RWA optimisation Experience working with complex financial models in a front office or risk environment Education Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law. Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers. By applying for this role your details will be submitted to Modis International Ltd and/ or Modis Europe Ltd. Our Candidate Privacy Information Statement which explains how we will use your information is available on the Modis website.
This is a newly created role to support the Risk team in delivering the Futures & Options (ETD's) project, assist in setting the reporting and continued ongoing monitoring. The role will cover both financial and liquidity risk management. Please note that we operate onsite working and would require you to come into the office 5 days per week. Key Responsibilities: The Financial Risk Manager will develop, monitor and report various risk metrics ensuring breaches are appropriately reported or signed off. Daily interrogation, interpretation and reporting of stress testing. Drive the development of existing reporting of market, credit counterparty, and liquidity risk. Promote and raise awareness of FRM such that all stakeholders are aware of their responsibilities and obligations with respect to FRM. The Financial Risk Manager will input into the development and the process of the Group's ICARA review. Produce monthly board level management information on the Financial Risks within the Group Represent Financial Risk in Group projects and be responsible for the team delivery objectives. The Financial Risk Manager will understand all existing and new products offered by CMC Markets, with particular reference to how they are captured and reported by the Financial Risk Management team. Maintain personal/professional development to meet the changing demands of the role, including all relevant regulatory and legislative training. When dealing with all customers, clients or colleagues ensure that we provide a clear, fair and consistent high-quality service that presents a professional and positive image of CMC Markets Take all reasonable steps to ensure appropriate confidentiality. Undertake such other duties, training and/or hours of work as may be reasonably required, and which are consistent with the general level of responsibility of this role Key Skills & Experience Prior experience in exchange traded and OTC derivatives (futures and options). Experience of Python programming Degree in Finance, Economics, or related. Highly numerical, with strong attention to detail, and a curious and inquisitive approach. Organized, and able to manage time efficiently to ensure that operational duties are completed on time. Strong Excel skills required - Excel VBA preferable. Ability to meet deadlines and prioritize accordingly CMC Markets is powered by our people. We are an equal opportunities employer and are committed to creating a diverse and inclusive workplace, where our people feel confident to be themselves, feel valued and are able to do their best work. We don't just value differences and unique perspectives, we seek them out and we invite them in, because we know it will lead to better outcomes for everyone.
May 13, 2026
Full time
This is a newly created role to support the Risk team in delivering the Futures & Options (ETD's) project, assist in setting the reporting and continued ongoing monitoring. The role will cover both financial and liquidity risk management. Please note that we operate onsite working and would require you to come into the office 5 days per week. Key Responsibilities: The Financial Risk Manager will develop, monitor and report various risk metrics ensuring breaches are appropriately reported or signed off. Daily interrogation, interpretation and reporting of stress testing. Drive the development of existing reporting of market, credit counterparty, and liquidity risk. Promote and raise awareness of FRM such that all stakeholders are aware of their responsibilities and obligations with respect to FRM. The Financial Risk Manager will input into the development and the process of the Group's ICARA review. Produce monthly board level management information on the Financial Risks within the Group Represent Financial Risk in Group projects and be responsible for the team delivery objectives. The Financial Risk Manager will understand all existing and new products offered by CMC Markets, with particular reference to how they are captured and reported by the Financial Risk Management team. Maintain personal/professional development to meet the changing demands of the role, including all relevant regulatory and legislative training. When dealing with all customers, clients or colleagues ensure that we provide a clear, fair and consistent high-quality service that presents a professional and positive image of CMC Markets Take all reasonable steps to ensure appropriate confidentiality. Undertake such other duties, training and/or hours of work as may be reasonably required, and which are consistent with the general level of responsibility of this role Key Skills & Experience Prior experience in exchange traded and OTC derivatives (futures and options). Experience of Python programming Degree in Finance, Economics, or related. Highly numerical, with strong attention to detail, and a curious and inquisitive approach. Organized, and able to manage time efficiently to ensure that operational duties are completed on time. Strong Excel skills required - Excel VBA preferable. Ability to meet deadlines and prioritize accordingly CMC Markets is powered by our people. We are an equal opportunities employer and are committed to creating a diverse and inclusive workplace, where our people feel confident to be themselves, feel valued and are able to do their best work. We don't just value differences and unique perspectives, we seek them out and we invite them in, because we know it will lead to better outcomes for everyone.
