Risk Analytics | Central Counterparty Risk | Clearing House (CCP)

Quantitative Risk Model Development (AVP / VP & SVP)Central Counterparty Risk Analytics | Clearing House | Exchange (CPP / FMI)Our client, a leading financial market infrastructure, is seeking an experienced quantitative risk professional to help shape the next generation of risk models supporting a central counterparty (CCP).This position sits at the heart of CCP risk management, developing innovative quantitative methodologies across margin models, clearing risk, stress testing and default management. Working closely with senior stakeholders, the successful candidate will play a key role in strengthening the resilience of one of Asia's leading clearing houses while contributing to AI-driven risk analytics and digitalisation initiatives.Key ResponsibilitiesDevelop and enhance quantitative models supporting CCP risk analytics across listed derivatives and securities markets. Design and enhance margin methodologies, including initial margin, variation margin and default fund modelling. Develop quantitative methodologies for market risk, counterparty risk and clearing risk. Perform model validation, backtesting and ongoing performance monitoring of quantitative risk models. Design and enhance stress testing frameworks supporting CCP resilience and default management. Analyse portfolio risk exposures and provide quantitative insights to support risk management decisions. Maintain and enhance analytical tools, quantitative models and data pipelines supporting risk analytics. Support new product development, risk digitalisation and AI/ML initiatives. Engage with regulators and internal stakeholders on quantitative methodologies, model governance and CCP risk frameworks. RequirementsAdvanced degree in Mathematics, Statistics, Financial Engineering, Physics, Computer Science or another quantitative discipline. CFA, FRM or CQF advantageous. Experience developing quantitative risk models within a central counterparty (CCP), clearing house, exchange or other financial markets environment. Candidates from investment banks with directly relevant CCP experience will also be considered. Strong understanding of CCP risk, clearing risk, margin methodologies, model validation and quantitative analytics. Experience designing or enhancing margin models, stress testing methodologies and default management frameworks. Strong knowledge of market risk and counterparty risk across derivatives and cleared products. Strong programming skills in Python, C++, or similar. Experience applying AI or machine learning techniques within quantitative risk modelling is advantageous. Excellent analytical and problem-solving skills, with the ability to communicate complex quantitative concepts to both technical and non-technical stakeholders. Ideal BackgroundQuantitative professionals from: Central counterparties (CCPs); Clearing houses; Financial market infrastructures; Exchange groups; Listed derivatives markets Including those with experience in: CCP Risk Analytics; Margin Models; Clearing Risk; Model Validation; Quantitative Analytics; Stress Testing; Default ManagementPlease 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 | SHOREYSloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307Quantitative Risk Management | Model Validation | Model Risk | Financial Engineering | Risk Analytics | Model Development | Financial Engineer | Python | CQF | PhD | Eurex | LCH | CME | ICE | SGX | HKEX | DTCC | NYSE | Nasdaq | Euronext | TMX | Saudi Tadawul Crypto | Quant Trading | Quant Development | Derivatives Pricing | Counterparty Risk | Trading Risk | Python Programming | Coding | CCP | Clearing House | Stock Exchange | Equity Trading | FX | Fixed Income | Equity Capital Markets | Strats | Quant Developer