Quant Risk Manager – Traded Risk/FRTB - Investment Banking

My client a global Investment Bank is looking for an experienced Risk Manager for their central Risk Analytics team to work specifically on Traded Risk and FRTB. The role is responsible for leading 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 drive the implementation of default risk models, supporting improvements to the systems and data infrastructure for deployment of the traded risk models and coordinating projects to ensure consistency across sites whilst ensuring that the models are fit-for-purpose

Candidates requirements:

• Demonstrable experience working in either Risk Management or quantitative modelling
• Ability to lead, manage and successfully deliver projects in conjunction with model owners, credit, business, IT, senior management and regulators.
• Thorough understanding of developing and maintaining models used for the risk business, specifically Traded Risk / Market Risk
• Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
• Proven experience in creating quantitative tools in MatLab (Python, C#, R is a plus)
• Open personality and effective communication skills, ability and flexibility to work in an international team