FRTB Implementation - AVP, VP & D - Permanent team build

Posted 06 November 2021
Salary £70000.00 - £150000 per annum
LocationCity of London
Job type Permanent
ReferenceBBBH124923_1636284531
Contact NameSohaila Juma

Job description

Another FRTB Programme? Not quite:

Investigo are partnered with a Global Investment Bank to build a Permanent Quant Risk Change team for the FRTB Programme of deliverables across Multiple Jurisdiction's. As part of this, we have hires at AVP, VP and Director level.

At present this Bank has a lot of consultants and vendors, the goal of this programme of hiring is to take the FRTB programme from the Vendors and bring the capabilities back "in-house".

They have made significant progress across IMA and SA and are looking for individuals to help own and deliver to the different timelines across different jurisdictions.

  • What experience do we hope will you have?
    • Experience of delivering FRTB in an Investment Bank
    • Quant risk knowledge, experience of Valuations, CVA, Model Validations, creating prototypes, pricing trades
    • Ideally vendor management
    • Tangible experience of running, delivering owning a project

  • Why should you apply?
    • You can come in as an expert, levering your previous knowledge and experience of FRTB delivery to another bank and show them shortcuts/things they are missing
    • In this volatile market, a genuine permanent role in a growing division of a forward thinking Global Investment Bank
    • Working with some highly reputable business leaders in the Market Risk Change space, having a solid network never hurt anyone!
    • Being part of a high energy team, who are genuinely motivated and from personal experience a pleasure to work with! Although a bit swamped, they definitely want to make these hires asap (before Christmas).
    • Flexible working, roughly 2 days in the office Full suite of benefits, and bonus