About the role

We are seeking an experienced Senior Consultant, Manager OR Associate Director (AVP to VP Level) to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance, contributing directly to their strategic decision‑making progress.

Responsibilities

• Lead small and large multidisciplinary engagements and manage client relationships.
• Provide advanced quantitative analysis and modelling to address complex market risk challenges.
• Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA).
• Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices.
• Lead project teams, mentor and supervise...