At a Glance
- Tasks: Support FRTB IMA implementation and enhance market risk models using Python.
- Company: Leading investment banking client with a focus on innovation.
- Benefits: Competitive salary, professional development, and collaborative work environment.
- Other info: Opportunity to work with large datasets and cutting-edge risk platforms.
- Why this job: Join a dynamic team and make an impact in risk analytics.
- Qualifications: Strong quantitative risk background and hands-on Python skills required.
The predicted salary is between 60000 - 80000 £ per year.
We are looking for a Risk Analytics professional to join a leading investment banking client supporting their FRTB IMA (Internal Models Approach) implementation program.
This role is ideal for candidates with strong quantitative risk background, solid understanding of FRTB IMA methodology, and hands‑on Python skills.
Key Responsibilities
- Support FRTB IMA methodology implementation and enhancements
- Develop and enhance market risk models (Va R, Expected Shortfall, sensitivities)
- Work on P&L Attribution (PLA/PAT) and Risk Factor Eligibility Test (RFET) frameworks
- Perform quantitative analysis on market data and time series
- Build and maintain Python-based analytics tools and data pipelines
- Partner with Risk, Quants, Technology & Front Office teams
- Analyze model performance and support regulatory compliance (Basel / BCBS)
- Assist in UAT and testing
- Must-Have Skills
- Strong understanding of FRTB IMA methodology
- Experience in Market Risk Analytics / Model Development
• Hands‑on experience with
- Va R / Expected Shortfall (ES)
- Time Series & Market Data analysis
- Risk metrics & sensitivities
- Experience working with large datasets and quantitative models
- Solid understanding of Basel / FRTB regulations
- Preferred / Nice to Have
- Hands‑on experience in FRTB IMA implementation
- Experience with PLA (P&L Attribution) and RFET frameworks
- Familiarity with risk platforms (Murex, Calypso, Athena, in‑house systems)
- Knowledge of statistical / stochastic modelling techniques
- Experience in Agile or global delivery environments
Education
- Bachelor’s / Master’s (or higher) in Mathematics, Statistics, Finance, Engineering, or related quantitative field
- #J-18808-Ljbffr
FRTB SME/Risk Analytics Specialist 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.
