Head of Market and Counterparty Risk control

Are you passionate about shaping the global risk strategy, leading high-performing teams, and partnering with executive leadership to future-proof the firm's risk and regulatory capabilities? We are seeking a commercially minded Head of Market and Counter party Risk Control with a strong background in market and counter party risk management, exceptional stakeholder engagement skills, deep leadership experience and the ability to shape our quantitative capabilities and analytics tools.

In this role, you will act as the principal authority on market and counter party risk, driving the evolution of enterprise-wide risk oversight as well as risk governance, and assure regulatory compliance. You will be deeply connected to the business—interacting with our trading desks daily to understand market developments and positioning—and you will partner closely with our first line risk managers at the desks to collaborate and act as a challenger with value-add.

You will also interact with Executive Management, Front Office, Finance, Technology, and external regulators to ensure a robust, scalable, and resilient risk framework.

Act as a visible, influential presence on the trading floor, maintaining deep connections with the business to understand positioning and strategy, and providing robust, credible challenge to first-line thinking in a collaborative and productive manner.

Lead and mentor a team of risk professionals, setting the strategic vision and overseeing the aggregation, analysis, and governance of market and counter party risk data across all asset classes, focusing heavily on structured products and complex equity derivatives portfolios.

Champion the continuous enhancement, automation, and scalability of enterprise risk infrastructure, overseeing modernization initiatives across modern data platforms (such as Snowflake) and advanced analytical stacks.

Partner directly with Front Office, Finance, Technology, and Regulatory Reporting executive teams to continuously enhance risk analytics, reporting capabilities, and control frameworks across the entire trade lifecycle.

Direct complex investigations into valuation, risk, and reporting discrepancies, ensuring root causes are identified and sustainable, firm-wide remediation measures are implemented.

Oversee the design, development, and maintenance of market risk methodologies, capital calculations, and regulatory frameworks, including driving the implementation of FRTB-SA and IRRBB.

Serve as the primary point of contact for Internal Audit, regulatory bodies, and the Board/Executive Committee on market risk analytics, methodology, and capital matters, providing authoritative subject matter expertise.

Advanced degree (Master’s or Ph.D.) in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Computer Science, or Quantitative Finance from a leading university.

12+ years of progressive experience in Market Risk, Risk Analytics, Quantitative Risk, or a related function within the financial services industry, with a proven track record of leadership in complex financial environments.

Demonstrated ability to build rapport and earn the respect of trading and business heads, combining technical depth with the commercial acumen required to challenge the first line effectively.

Deep technical familiarity with modern data architectures (e.g., Snowflake, Python, SQL) and how they support scalable analytical and reporting solutions at an enterprise level.

Comprehensive command of market risk methodologies and regulatory requirements (specifically FRTB-SA and/or IRRBB), with the proven ability to translate complex regulatory mandates into practical executive strategy.

Exceptional stakeholder…