Consultancy: Market Risk Implementation - Python: essential
- Posted 25 November 2021
- Salary £50000.00 - £90000.00 per annum
- LocationCity of London
- Job type Permanent
- ReferenceBBBH126006_1637862601
- Contact NameSohaila Juma
Job description
What is the work?
· Development of models and methodologies within Market Risk e.g. VaR backtesting, P&L attribution, DRC, FRTB-CVA
· Design and implementation of solutions supporting the transition to FRTB
· Management of projects and sub-projects as well as providing mentoring for consultants
· Active involvement in our market development and project acquisition activities
· Continuous expansion of your professional network.
What will your background be?
· Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
· Between 3 and 10 years of relevant working experience in a modelling/analytics role within Market Risk
· Experience should be directly from a modelling or analytics role, rather than from the management of market risk
· Candidates from both the banking industry and consulting sector
· Knowledge of current and upcoming regulation e.g. FRTB
· Proficiency in object-oriented programming languages such as Python
· Strong written and verbal communication skills
· Desire to perform, natural curiosity and an ability to assimilate new skills quickly
The consultancy?
· Flat hierarchies and an open culture that encourages learning and personal development
· Small, nimble and specialised, truly experts
· Broad array of technical projects, across the risk spectrum
· Development opportunities through mentoring, training courses and one-on-one coaching sessions
· An environment that values entrepreneurial thinking and an open feedback culture