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 cutting-edge risk platforms and large datasets.
- 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 a 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 (VaR, 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:
- VaR / 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
FRTB SME/Risk Analytics Specialist in London 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.
