FRTB Quantitative Analyst

Huxley Associates
London, UK
£400 - £450/day
08 May 2019
20 May 2019
Job Function
General Manager
Position Type
FRTB Quantitative Analyst

A Top Tier Investment bank is currently recruiting for an FRTB Quantitative Analyst to join their Market Risk function on a long term contracting basis.

The FRTB Quantitative Analyst will be responsible for the implementation of FRTB globally, and will be helping to build standardised analysis for the different FRTB components in Python and VBA.

The Successful FRTB Quantitative Analyst will have the following skills:

* Quantitative educational background ideally up to Masters level

* Previous experience as a Market Risk Analyst, working on FRTB projects within an Investment bank

* A thorough understanding of financial markets, trading business, market risk measures and market risk methodology

* Understanding of key risk factors for products, risk sensitivities and how they are measured

* Ability to explain the end to end VaR process, and VaR back testing

* VBA and Python

* Good analytical and problem solving skills

If you are interested in the above position, then please do get in touch ASAP as this is an urgent role.

