FRTB Quantitative Consultant
- GBP700 - GBP800 per day
- Londres, Angleterre, Royaume-Uni
- Intérim, Plein-temps
- Robert Walters UK
- 03 janv. 18 2018-01-03
A rarely available FRTB Quantitative Consultant role has become available at a highly regarded Investment Bank in London. This role offers an opportunity for excellent career progression with a leading global Investment Bank undertaking Quantitative Analysis in London.
Responsibilities of the FRTB Quantitative Consultant:
- Develop and implement quantitative risk modelling and methodology enhancements of the DRC (Default Risk Charge) model that will be utilised for the FRTB.
- Undertake independent review of the DRC model, perform DRC calculations within internal framework for the FRTB regulation.
Prerequisite Requirements of the FRTB Quantitative Consultant:
- Proven practical working experience and understanding of DRC and (or) IRC principles and techniques.
- Advanced quantitative knowledge across universal risk methodology technical development.
- Hands on programming skills and strong knowledge of C++ and Python.
This FRTB Quantitative Consultant role offers an excellent opportunity to support a rapidly expanding Risk team in London. The role will offer scope to deliver key strategic and technical book of work whilst gaining opportunity to support projects and secure a long term career.
If successful further scope to extend beyond the initial contract term is viable for this team and wider business.
Should you be interested in this role and the opportunity it presents, please call me on 0207 509 8035 or email me, firstname.lastname@example.org. Please be advised each applicant will be assessed against the above pre-screening criteria.