Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Lead market risk consulting projects and validate complex models.
- Company: Join a specialist team delivering regulatory expertise in market risk.
- Benefits: Remote work options available; potential for contract extension.
- Why this job: Shape risk modelling practices for global banking institutions and mentor junior talent.
- Qualifications: 10 years in traded risk with FRTB IMA experience; advanced programming skills required.
- Other info: Engage with diverse teams across model risk, treasury, and audit.
The predicted salary is between 72000 - 108000 £ per year.
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. Being able to discuss these frameworks confidently during interviews will demonstrate your expertise and commitment to the role.
✨Tip Number 3
Prepare to showcase your technical skills in programming languages like Python, R, SQL, and SAS. Consider working on a small project or case study that highlights your ability to apply these skills in a market risk context, which you can discuss during your interview.
✨Tip Number 4
Research StudySmarter and our approach to market risk consulting. Understanding our values and how we operate will help you align your answers with what we are looking for, making you a more attractive candidate for the position.
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 experience in market risk, particularly with FRTB IMA and model validation. Use specific examples that demonstrate your expertise in regulatory frameworks and quantitative skills.
Craft a Compelling Cover Letter: Write a cover letter that clearly outlines your relevant experience and why you are a good fit for the role. Mention your understanding of global prudential regulations and your ability to lead complex projects.
Highlight Technical Skills: In your application, emphasise your advanced programming skills in Python, R, SQL, and SAS. Provide examples of how you've used these skills in previous roles to develop or validate models.
Showcase Communication Abilities: Since strong written and verbal communication is crucial for this role, include examples of high-quality documentation or client-facing deliverables you've produced in the past. This will demonstrate your capability to engage with stakeholders effectively.
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 regulatory frameworks. During the interview, be ready to explain how you have navigated these regulations in past roles and how they impact market risk modelling.
✨Prepare for Stakeholder Engagement Scenarios
Since this role involves significant interaction with various stakeholders, think of examples where you've successfully managed client relationships or led teams. Be ready to discuss your approach to communication and collaboration.
✨Mentorship Experience Matters
As a senior manager, mentoring junior team members is key. Prepare to share your experiences in guiding others, including any challenges faced and how you helped them grow in their roles.
