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Title: Director, Front Office Risk – Rates & Equities Location: London Salary: Highly competitive + exceptional benefits A global financial market infrastructure firm is seeking a Risk Director, with expertise across Rates and Fixed Income to join its leadership team within the Clearing Risk function. This is a senior strategic role at the forefront of market risk, modelling, and quantitative development for one of the largest and most diverse derivatives clearing operations globally. Key Responsibilities Own and enhance risk models and frameworks across interest rate and equity derivatives.Design and implement new risk methodologies and controls to meet evolving regulatory and market demands.Oversee backtesting, validation, and performance monitoring of complex risk models.Lead dialogue with senior management, clearing members, and regulatory stakeholders.Manage and mentor a team of quantitative risk professionals. Experience & Qualifications Postgraduate degree in Financial Engineering, Quantitative Finance, or a related field.Deep understanding of derivatives and quantitative risk methodologies.Proven leadership experience within front-office or clearing risk.Strong programming and data analysis skills (Python, SQL).Excellent communication and stakeholder engagement ability. This position offers a rare chance to influence risk strategy and infrastructure in a highly visible role, working with some of the most dynamic asset classes in global finance.