FRTB IMA Risk Analytics Specialist | Python Quant

FRTB IMA Risk Analytics Specialist | Python Quant

Full-Time 50000 - 70000 Β£ / year (est.) No working from home possible
Crisil

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.

Crisil

Contact Details:

Crisil Recruitment Team

We think you need these skills to ace FRTB IMA Risk Analytics Specialist | Python Quant

Quantitative Risk Analysis
Python Programming
Market Risk Modelling
Value at Risk (VaR)
Expected Shortfall (ES)
PLA/PAT
RFET