Market Risk Analyst - FRTB Market Risk Analyst - FRTB …

Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Last application, 16 Aug 19
GBP450 - GBP500 per day +
Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Last application, 16 Aug 19
GBP450 - GBP500 per day +
A Top Tier Investment Bank is recruiting for a Quantitative Market Risk Analyst to join their London Market Risk Analytics function on a long term contracting basis, and their main responsibility will be the development of Market Risk models under FRTB.

A Top Tier Investment Bank is recruiting for a Quantitative Market Risk Analyst to join their London Market Risk Analytics function on a long term contracting basis, and their main responsibility will be the development of Market Risk models under FRTB.

The Quantitative Market Risk Analyst will be responsible for the following:

    • The development of market risk models under FRTB.
  • Contribute to the methodology and implementation design of market risk models.
  • Analysing key model performance metrics such as hypothetical back-testing and P&L attribution.
  • Liaising with key business stakeholders on Market Risk Model changes
  • Maintenance and enhancements of existing VaR, stressed VaR, RniV and IRC models.

The Quantitative Market Risk Analyst will needed the below experience:

  • Advanced degree, or equivalent, in a quantitative subject, mathematics or statistics
  • A good understanding of risk management and portfolio management
  • Must have a good understanding of financial instruments such as interest rates and FX
  • Must have a quantitative background within financial markets
  • Must have a strong background in Market Risk Methodology
  • Must have detailed understanding and working knowledge of FRTB

If this above Quantitative Market Risk position is of interest to you, please apply with your updated resume and I will be in touch.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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