Senior/Lead Quantitative Business Analyst - FRTB Market Risk
I am delighted to be working with a high street bank in their efforts to hire an experience Business Analyst in a Senior position. You will be participating in various FRTB quantitative risk and implementation engagements. You will be contributing to rules interpretation, methodology, and implementation of FRTB related to sensitivities, DRC Calculation, IMA, and P&L attribution and testing.
You will need to have at least 5 years of experience in quantitative risk management in financial services with a focus in market risk.
- Experience in risk management with a focus on market risk. Experience in FRTB is preferred.
- Excellent understanding of FRTB rules
- Experience in regulatory projects - FRTB, BASEL II, CRD IV
- Experience in quantitative development in various software environments such as VBA, Python, R, C++, SQL, MATLAB, and .NET
- PhD, Master's, or Bachelor's degree in a quantitative subject.
Please apply today or get in touch with me directly.