FRTB BA

Recruiter
P.I.C Ltd
Location
London, UK
Salary
Competitive
Posted
20 Sep 2019
Closes
26 Sep 2019
Ref
1270451404
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
The position requires strong communication skills, the ability to work in a global function in an agile way. You will review functional specs / FRTB design, gain requirements from the Market Risk teams and translate them to the IT teams. So both experience of dealing with Risk and IT will be required.

You will be involved in UAT of FRTB, working on the FRTB outputs and remediation planning. Also driving the implementation forward within time, whilst ensuring documentation and test results are kept up to speed.

Qualification/Education
  • An academic degree in a quantitative field, preferably (financial) mathematics, econometrics or physics

Experience/Knowledge
  • In-depth Market Risk knowledge in either IR, Equity, Credit Derivatives or FX
  • Ideally but not essential with knowledge and experience on implementing standardised approach for FRTB. A regulatory background at least will be useful
  • Familiarity with financial mathematics and financial markets products

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