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Risk Management Recruitment

Selby Jennings Risk Management is a leading provider of recruitment solutions to financial institutions across Europe, the US, Asia and the Middle East - with offices in London, New York, Chicago, Boston, Zurich, Singapore and Hong Kong.

Recently voted, Here is the City’s ‘Best Risk Management Recruitment Firm’ by our clients and candidates for the third year in a row, we are a preferred supplier to a number of leading financial organisations, from top-tier Investment Banks to Start-up Asset Managers, Hedge Funds and Analytics Firms.

Our consultants are Risk Management specialists and have in-depth industry specific knowledge of vertical Risk markets. The team has the resources and ability to identify and headhunt the highest calibre candidates for every assignment at all levels of corporate hierarchy from Associate through to Managing Director – across both permanent and contingent roles.

We offer an award-winning, market driven operation, unrivalled by our competitors.

Renowned for our speed, accuracy and efficiency of search and our industry leading formula, Selby Jennings deliver a flexible approach with complete solutions.

For more information, please get in touch

Read our testimonials and reviews here.

 

Structure and Coverage

The Risk Team at Selby Jennings is structured as follows, covering all asset classes, geographies and levels of seniority:

Market Risk

  • Trading Risk Management
  • VaR Analytics and Stress Testing
  • Market Risk Modelling
  • Market Risk Reporting
  • Quantitative Market Risk

Credit Risk

  • Quantitative Credit Risk (Counterparty (PFE/CVA/EPE), Wholesale to Retail IRB & Economic Capital Modelling (PD/LDG/EAD)
  • Credit Approval and Credit Analysis
  • Credit Analytics (RWA, Capital Adequacy, Regulatory Aspects...etc.)
  • Credit Risk Reporting

Regulatory Change Management

  • Liquidity Reporting
  • Capital Reporting
  • Basel II/ Basel III
  • RWA
  • COREP - FINREP

Operational Risk

  • Framework, Development, Implementation, Validation
  • Statistical Analysis of capital requirements
  • Business/Enterprise Risk: Project/Change Management and Business Analysis
  • Operational Risk Governance, Policy Setting and Review, Regulatory Compliance

For more information, please request a call back.

Latest jobs

Fundraiser - Venture Capital
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description My client is looking for a fund raising headcount to join their Venture Capital team here based in Singapore. Candidates should have had experience in investor relations or fund raising in the past
Credit and Equity Machine Learning Scientist
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Description The Machine Learning Scientist will be responsible for... Perform prediction research on credit and equity price, fundamental and alternative data using advanced Machine Learning and Statistical
Quantitative Trader/Researcher
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$150000 - US$180000 per year
  • Description Quantitative Trader | Senior Trader | San Francisco A Quantitative hedge fund located in the San Francisco Bay Area is looking to expand its quantitative investment strategies team
Investment Banking Associate - Business Services
  • Job type: Permanent
  • Location: Richmond, Virginia
  • Salary: US$150000 - US$200000 per year
  • Description Title: Associate - Business Services Location: Richmond, VA Our client is a leading financial institution and is known to be one of the top Middle Market investment bank on the street
Investment Banking Associate/VP - Technology
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$150000 - US$200000 per year
  • Description Title: Managing Director - Technology Investment Banking Location: Boston, MA Our client is a leading financial institution and is a large Technology Focused boutique investment bank on the street
Front Office Market Risk Quant - VP
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A top multinational investment bank is growing its all-star risk modeling team that is responsible for best-in-class market risk (VaR) and market risk capital modeling (IRC, CRM)