IG Group is seeking a technically exceptional, commercially sharp Senior Manager, Financial Risk to take ownership of our quantitative market risk framework — including the build, enhancement, and governance of key risk models including, VaR, Expected Shortfall, prudential stress testing, bespoke credit risk stress tests — and to drive the evolution of our risk technology capability in the cloud.This is a **player-manager role**. You will be hands-on in the code, building and owning models directly, while also leading and developing a team of quantitative risk professionals. You will serve as **deputy to the Head of Financial Risk**, stepping up to lead the function when required. We are looking for individuals from **quantitative risk, model risk, or front-office quant backgrounds** — those who have built and owned market risk models at hedge funds, proprietary trading firms, or investment banks, and who are energised by the opportunity to apply that expertise within a high-growth, technology-led fintech. Beyond the technical, you will be a **role model within the team** for commerciality, pace, and genuine business partnership — engaging stakeholders as a strategic enabler rather than a gatekeeper. **Key Responsibilities** Lead model governance — owning documentation, presenting to the Risk Committee, and responding to regulatory and internal audit requirements Continuously evolve stress test methodologies in response to changing market conditions, new products, and regulatory requirements Maintain compliance of all risk models and processes with applicable global regulatory requirements (FCA, BaFin, NFA etc)Raise team capability through active player-manager coaching and knowledge sharing **Professional Experience** Significant experience in quantitative risk, model risk, or front-office quant roles at a hedge fund, proprietary trading firm, or investment bank — with deep, hands-on expertise in market riskStrong, demonstrable Python development skills — writing production-quality, version-controlled code in a professional environment, not just scripts Experience building or deploying models in a cloud environment (AWS, GCP, or Azure) Applied experience using machine learning in a quantitative risk or financial modelling context Experience designing and building stress testing frameworks, including scenario design and methodology documentationExperience partnering with business or product teams on risk assessment for new instruments or market entries Demonstrated ability to operate in a player-manager capacity — directly contributing technically while leading others**Skills & Attributes** A natural player-manager and role model: technically credible, commercially minded, leads by example on pace and partnership **Player-Manager Autonomy:**A rare role that keeps you technically hands-on while giving you genuine leadership responsibility and a clear deputy mandate. We're actively seeking talent from hedge funds, prop trading, and investment banking quant teams — and we offer the pace and technical ambition to match that background.Highly competitive base salary, performance bonus, LTIP participation, and a comprehensive benefits package commensurate with a top-tier quantitative hire. #J-18808-Ljbffr