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Consultancy: Market Risk Implementation - Python: essential

  • Location City of London
  • Job type Permanent
  • Reference BBBH126006

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