Quantitative Analyst (FRTB) – Big 4

  • Location
    City of London, London
  • Contract Type
  • Posted
  • Start Date
  • Industry
    Banking (In-house)
  • Salary
    Up to £75000 per annum + Plus Bonus + Benefits
  • Expiry Date

Quantitative Analyst (FRTB) | London | Up to £90,000 Plus Bonus & Benefits

I have partnered with one of the Big 4 Firms in search for a Quantitative Analyst to join the FRTB division.

An exciting opportunity has arisen for a Quant with experience and detailed knowledge of FRTB.

Roles and Responsibilities:

  • This role is primarily a market risk SME role focussing on the impact of regulatory change on bank business models, with particular attention to the Fundamental Review of the Trading Book (FRTB) and supporting banks with designing and implementing solutions.
  • While the role will be market risk focussed, individuals are expected to be involved in both market risk and wider risk and capital related engagements.
  • Act as an SME on FRTB implementation and wider Market Risk topics.
  • As a Manager, you will be responsible for management and delivery of individual work streams including managing and developing junior team members. In addition, you will be expected to support internal business development activities and client relationship development.
  • The role will require working with senior internal and external stakeholders across various functions including Front Office Trading, Risk, Product Control and Technology.
  • The individual will need to be proactive in keeping abreast of regulatory expectations and industry practices, especially around the implementation of FRTB.

Experience and Background:

  • Must have significant experience around the implementation of FRTB in the banking industry.
  • Experience of delivering major regulatory change programmes in a Market Risk or trading environment.
  • Strong understanding of regulatory reforms impacting financial institutions (specifically FRTB).
  • Detailed knowledge of the front-to-back operations of an investment bank.
  • Experience of working with Front Office (specifically trading) or Risk across asset classes.
  • Good understanding of the principles of model risk management (including model validation).
  • Experience of risk management within investment banking and project management skills.
  • Strong abilities to manage teams.
  • Quantitative modelling skills in a range of programming languages (e.g. Python, R) are optional but advantageous.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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