Quant Analyst / Quant Developer – Traded Risk/FRTB - Investment Banking

My client a global Investment Bank is looking for an experienced Quant Analyst / Quant Developer for their central Risk Analytics team to work specifically on Traded Risk and FRTB. The role is responsible for supporting the development and maintenance of models and methodologies for traded risk measurement, working with the business in the review and improvement of the existing suite of models and methodologies, ensuring successful implementation of new risk models or model enhancements in-line with group standards.

Successful candidates will work on the development of new models to tight timeframes with often changing regulatory requirements. You must understand traded risk and be capable of quantify risks using models, forming a good understanding of the risk exposure taken in order to guide the development of new or enhanced risk methodologies.

Candidates will require:

• Demonstrable experience working within a Quant Analyst or Quant Developer position
• Thorough understanding of developing and maintaining models used for the risk business, specifically Traded Risk / Market Risk
• Relevant experience in Risk Management and quantitative modelling techniques.
• Experience of working with Matlab and ideally C#, R or Python
• Previous experience assisting in the development of benchmark models for model validation