Quantitative Market Risk Manager - FRTB

  • 90000 - 120000
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • B&FS Risk
  • 18 Feb 19

A Top Tier Investment Bank are looking for a Senior Quantitative Market Risk Manager in the Market Risk Analytics team. Experience in managing the Internal VaR model and FRTB required.

Responsibilites:

  • Responsible for coordinating model development between the strategy and risk analytics team.
  • Defining and implementing all methodological improvements for portfolio market risk metrics with main focus on FX products.
  • Participating in cross industry FRTB forums
  • Defining and implementing all methodological improvements for portfolio market risk metrics with main focus on FX products.

​Skills Required:

  • Quantitative background within financial markets
  • Strong background in Market Risk Methodology  
  • Detailed understanding and working knowledge of the new BASEL regulation called FRTB
  • Experience in programming in Python is desirable
  • Previous management experience