Market Risk Quantitative Analyst - Robert Walters : Job Details

Our client is seeking a Quantitative Analyst with a focus on Model Risk Management FRTB. This role presents an opportunity to apply your expertise in a new context, fostering professional growth and development. The successful candidate will play a pivotal role in supporting, advising, and providing constructive feedback across all business areas through the establishment of policy, monitoring profiles, and identifying and managing forward-looking risk and compliance.

Overview:

* Chance to steer your career in an exciting new direction

* Pivotal role in supporting, advising, and providing constructive feedback across all business areas

* Position located in London

What you'll do:

As a Quantitative Analyst, you will be an FRTB SME with knowledge in FRTB IMA. Your quantitative and analytical background will enable you to develop new IMA models in line with newly implemented standards. You will oversee the implementation of the model risk framework across entities/countries which includes risk appetite, risk taxonomy, and risk control library strategy framework. Your role will also involve collaborating closely with the 1st line of defence (1LOD) to mitigate, monitor or report any Model Risks.

* Offer advice and guidance to Risk and Control owners while effectively challenging specific matters

* Develop new IMA models in line with newly implemented standards

* Oversee the implementation of the model risk framework across entities/countries

* Mitigate, monitor or report any Model Risks

* Collaborate closely with the Global Model Risk Team to promote and facilitate the roll out of the Model Risk Policy and model risk standards and key controls

What you bring:

The ideal candidate for this Quantitative Analyst position should have comprehensive knowledge on FRTB and Model Risk management, governance, and model development/validation. You should have extensive experience in stakeholder management and regulator liaising. A demonstrated ability to develop strong networks with key stakeholders at all points in a matrix structure is essential for this role. You should have proven success at challenging the status quo to ensure transformation projects and implementation of new frameworks are completed successfully. Proficiency in programming languages such as Python, C++, R or VBA is required.

* Comprehensive knowledge on FRTB (specific to IMA) and Model Risk management, governance and model development/validation (IRC, DRC, VAR,SVAR)

* Extensive experience in stakeholder management and regulator liaising

* Demonstrated ability to develop strong networks with key stakeholders at all points in a matrix structure

* Proven success at challenging the status quo to ensure transformation projects and implementation of new frameworks are completed successfully

* Proficiency in programming languages such as Python, C++, R or VBA

What sets this company apart:

Our client is an industry-leader in many respects, they strive to continue setting standards and evolving to respond to strategic changes. They focus on fostering an environment that encourages their people to voice their opinions and act ethically, as well as protecting their customers, the organisation and the integrity of the financial markets in which they operate. They take pride in being part of the Disability Confident Scheme, ensuring fair interview processes for all candidates.

Our client is also offering the ability to sponsor the successful candidate should they require it.

What's next:

Submit your application today by clicking on the provided link or email

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates