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Risk Management & Quantitative Risk

Our Quantitative Risk team recruit across Retail and Investment Banking, Asset Management and Commodity Trading. Typical roles recruited include Model Validation, Quantitative Risk Methodology, Quantitative Risk Analyst, Risk Model Development and Decision Science. Our clients value candidates with an MSc or above in a numerical discipline (mathematics, financial engineering, statistics) and programming skills in Python.

Our Global Risk Management practice has been a pivotal area of our operations since inception, offering long standing relationships with numerous Top Tier Investment Banks, Buy Side Asset & Wealth Management Firms, Fin-Techs & Insurance Firms. This is split into our Core Risk Division and our Quantitative Risk Division. Our Core Risk Division recruit across but not limited to, Credit Risk, Market Risk, Operational/Enterprise Risk and Prudential/Treasury Risk. Our Risk Recruitment team is comprised solely of experienced recruiters, amassing 25+ years’ experience recruiting in the Financial Services space.

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John Nestor

Director

​John graduated from University College Dublin with a BA in Economics and moved to London 2012 where he began his career in Financial Services Recruitment. John has spent his time in recruitment managing Financial Risk and Audit teams, supplying Global Banks and Financial Services Institutions. Having successfully managed a team of experienced consultants, John is highly networked within the UK & US Banking Audit & Risk functions. Outside of recruitment, John is an avid sports fan, a keen golfer and enjoys travelling in his spare time.

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