Senior Quantitative Risk Analyst


EuroCCP is a central counterparty providing post-trade services to stock exchanges, multilateral trading facilities, other equities trading platforms and for OTC equities trades. Headquartered in Amsterdam, we service trading platforms and we have clearing participants with headquarters in 14 jurisdictions in Europe, North America and Asia. EuroCCP is a systemically important financial institution that is managed efficiently. Due to the compact organization, reporting lines are short and informal,. This makes us attractive for talent looking for a working environment in the heart of the European financial industry where knowledge and experience can be gained quickly.


To support the Risk Management function in London we are looking for a:

Senior Quantitative Risk Analyst

Reporting to the Deputy Chief Risk Officer, you will be part of an enthusiastic and experienced Risk Management team. Together with the team you are responsible for accurate, controlled and timely handling of the quantitative risk management activities within EuroCCP:

  • Quantitative risk analysis – Responsible for supporting all quantitative risk requirements and activities within the risk function.
  • Quantitative risk models – Ensure that quantitative risk methodologies remain sound and robust. Propose enhancements and improvements to risk models, including theoretical and practical design and prototyping.
  • Risk projects – Manage the quantitative risk aspects of potential new cleared products and new services, assisting with seeking approval through the internal/external governance structure as appropriate.
  • Regulatory interactions – Actively engage with regulators to ensure that regulations, requirements and recommendations are addressed.

As a Senior Quantitative Risk Analyst you will work in all of the above areas with a focus on market, credit, and liquidity risk.  The responsibility for quantitative analysis, methodology design, and practical model building are important parts of the role responsibilities.   

Focus areas
  • Quantitative risk methodology and analysis
  • Market, credit, and liquidity risk
  • Regulation
  • Project participation
Preferred candidate profile
  • Post-graduate degree in a relevant mathematical or science field (MSc etc.).
  • Strong experience in risk analysis and risk methodology
  • Strong experience in programming and/or use of modelling/programming applications.
  • Knowledge and experience in financial markets, risk management, and central clearing in particular.
  • Excellent English communication skills (written and oral).
  • Knowledge of the regulatory landscape is highly preferred.
  • Strong stakeholder management skills.
We offer
  • A versatile job with responsibility and room for your own initiative.
  • A pleasant informal work environment with an open communication style.
  • The chance for professional growth and to be part of a team of driven professionals.
  • Excellent remuneration and development opportunities.
Applying for the job

If you are interested in this opportunity, please send your application letter and curriculum vitae in English to