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For Companies At a Glance
- Tasks: Lead market risk model development and validation projects, ensuring compliance with global regulations.
- Company: Join a specialist team delivering regulatory and quantitative expertise in market risk.
- Benefits: Enjoy potential remote work options and a strong likelihood of contract extension.
- Why this job: Shape risk modelling practices for global banking institutions while mentoring junior team members.
- Qualifications: 10+ years in traded risk with FRTB IMA experience; advanced skills in Python, R, SQL, SAS required.
- Other info: This is a high-impact role ideal for experienced risk professionals.
The predicted salary is between 72000 - 108000 £ per year.
Job Description
Senior Manager – Market (Traded) Risk – FRTB IMA
Location: London (preferred – remote is potentially an option) | UK-wide applicants considered
6 month contract initially – strong likelihood of extension.
We are seeking an experienced risk professional to join a specialist team delivering regulatory and quantitative expertise in market risk.
This Senior Manager role involves leading complex engagements across market risk model development and validation, focusing on FRTB IMA, VaR, SVaR, IRC, RNIV, PFE, and CVA. The successful candidate will engage with clients across model risk, front office, treasury, audit, and regulatory teams to deliver advisory and assurance on modelling frameworks and compliance with global regulatory expectations
.
Key Responsibilities:
- Lead the delivery of market risk consulting projects, including model development and validation
- Provide technical guidance across FRTB IMA, Basel III, PRA SS 1/23, SR 11-7, and related regulatory frameworks.
- Oversee the development and execution of model strategies aligned with business and regulatory needs
- Assess data quality, model performance, and governance frameworks
- Mentor junior team members and manage internal and client stakeholders
Requirements:
- 10+ years' experience in traded risk, including model development and/or validation
- FRTB IMA experience is an essential requirement.
- Deep understanding of global prudential regulations (UK, EU, US, APAC)
- Advanced quantitative and programming skills (Python, R, SQL, SAS)
- Proven consulting capabilities including stakeholder and team management
- Strong written and verbal communication, with the ability to produce high-quality documentation and client-facing deliverables
This is a high-impact opportunity for a risk leader ready to shape risk modelling practices for global banking institutions.
Market Risk FRTB IMA Model Validation/Development Quant employer: JCW Group
Contact Detail:
JCW Group Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Market Risk FRTB IMA Model Validation/Development Quant
✨Tip Number 1
Network with professionals in the market risk field, especially those who have experience with FRTB IMA. Attend industry conferences or webinars to connect with potential colleagues and learn about the latest trends and challenges in model validation and development.
✨Tip Number 2
Familiarise yourself with the specific regulatory frameworks mentioned in the job description, such as Basel III and PRA SS 1/23. Understanding these regulations will not only help you in interviews but also demonstrate your commitment to staying updated in the field.
✨Tip Number 3
Showcase your technical skills by working on relevant projects or case studies that involve Python, R, SQL, or SAS. Being able to discuss your hands-on experience with these tools during interviews can set you apart from other candidates.
✨Tip Number 4
Prepare for interviews by practising how to explain complex quantitative concepts in simple terms. This will be crucial when engaging with clients and stakeholders who may not have a technical background, showcasing your communication skills effectively.
We think you need these skills to ace Market Risk FRTB IMA Model Validation/Development Quant
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your 10+ years of experience in traded risk, specifically focusing on model development and validation. Emphasise your FRTB IMA experience and any relevant regulatory frameworks you've worked with.
Craft a Strong Cover Letter: In your cover letter, clearly articulate your understanding of global prudential regulations and how your advanced quantitative skills (Python, R, SQL, SAS) can contribute to the role. Mention specific projects or achievements that demonstrate your consulting capabilities.
Showcase Communication Skills: Since strong written and verbal communication is crucial for this role, include examples in your application where you produced high-quality documentation or delivered client-facing presentations. This will help illustrate your ability to engage with various stakeholders.
Highlight Leadership Experience: As the role involves mentoring junior team members and managing stakeholders, be sure to highlight any leadership roles you've held. Discuss how you've guided teams in past projects and contributed to their professional development.
How to prepare for a job interview at JCW Group
✨Showcase Your Technical Expertise
Make sure to highlight your advanced quantitative and programming skills, especially in Python, R, SQL, and SAS. Be prepared to discuss specific projects where you've applied these skills in model development or validation.
✨Demonstrate Regulatory Knowledge
Familiarise yourself with FRTB IMA, Basel III, and other relevant regulations. During the interview, be ready to explain how you have navigated these frameworks in past roles and how they impact market risk modelling.
✨Engage with Stakeholder Management
Since this role involves significant interaction with various teams, prepare examples of how you've successfully managed stakeholders in previous projects. Highlight your consulting capabilities and how you’ve built relationships across different departments.
✨Prepare for Scenario-Based Questions
Expect scenario-based questions that assess your problem-solving abilities in real-world situations. Think about challenges you've faced in model validation or development and how you approached them, focusing on outcomes and lessons learned.
