SJC Partners
Senior Manager - Quantitative Finance / Valuations
How your CV stacks up
Upload your CV to see how well it fits this job role
?%
SJC Partners is recruiting a Senior Manager to join the Financial Services Advisory practice of a leading professional services firm in London.
This is an opportunity for someone with a quantitative finance, valuations, or model risk background to work on complex, technically challenging assignments across financial markets, while taking on broader responsibility for clients, projects, and team leadership.
The role
You’ll work across a broad range of assignments involving:
- Valuation of derivatives, structured products, and other complex financial instruments
- Interest rate, credit, and equity products
- Financial instrument valuation across both liquid and illiquid markets
- Credit and default risk modelling
- Development, review, and validation of financial models
- Complex or hard-to-value assets where observable market data may be limited
- Contentious and non-contentious valuation matters
Reasons to use Rodeo
Start with a chat, not a search bar
Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
It searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Alongside the technical work, you’ll take responsibility for managing projects from inception through to delivery, presenting findings clearly to senior stakeholders, and leading more junior members of the team.
You’ll also work closely with senior leadership on client relationships, business development, and the continued growth of the practice.
We’d particularly like to speak with people who have:
- Significant experience in financial instrument valuation, quantitative finance, model validation, or credit risk modelling
- Experience gained within a bank, investment firm, asset manager, consultancy, or professional services environment
- Strong quantitative skills with a background in areas such as mathematics, finance, economics, statistics, engineering, or computer science
- Hands-on knowledge of derivatives and financial markets
- Experience using Python, R, MATLAB, VBA, or similar
- The ability to explain complex quantitative concepts clearly to non-technical stakeholders
- Experience managing projects and/or junior team members
Get help with your application
Your very own career expert that helps elevate your application to the next level.
Qualifications such as CFA, FRM, PRM, CAIA, or CQF would be useful but are not essential.
This could be particularly well suited to someone currently working in quantitative valuations, derivatives valuation, model risk, model validation, counterparty/credit risk, or financial engineering who would like broader advisory exposure and a clearer route into senior leadership.
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Skills
Location