At a Glance
- Tasks: Develop market risk models and analyse time series data using Python.
- Company: Join a leading investment banking client with a focus on innovation.
- Benefits: Gain valuable experience in a dynamic environment with competitive compensation.
- Other info: Opportunity to work on FRTB IMA implementation and exposure to Basel regulations.
- Why this job: Make an impact in risk analytics while collaborating with top professionals.
- Qualifications: Strong quantitative risk background and hands-on Python skills required.
The predicted salary is between 50000 - 70000 Β£ per year.
Crisil is seeking a Risk Analytics professional to join a leading investment banking client to support their FRTB IMA implementation.
You will bring strong quantitative risk background and hands-on Python skills.
You will develop market risk models (Va R, ES), work on PLA/PAT and RFET, analyze time series, and collaborate with Risk, Quants, Technology, and Front Office teams.
Exposure to Basel/BCBS regulations and UAT testing will be part of the role.
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FRTB IMA Risk Analytics Specialist | Python Quant employer: Crisil
As a leading investment banking firm, we pride ourselves on fostering a dynamic work environment that encourages innovation and collaboration. Our commitment to employee growth is evident through comprehensive training programs and opportunities to engage in large-scale technology transformations, particularly in the Market Risk and Counterparty Credit Risk domains. Located in a vibrant financial hub, we offer competitive benefits and a culture that values diversity and inclusion, making us an exceptional employer for those seeking meaningful and rewarding careers.