FRTB Project Consultant – Quantitative Developers

Description de la mission

This project requires support to build out FRTB related functionality, workflow and interfaces linked to target Operating Model of managing risk factors for the FRTB program.
Several resources are required to support teams, leveraging expertise and current market insight on FRTB delivery. The output from this project will be the capacity to monitor instrument and risk factor activity to support ongoing eligibility compliance. From this monitoring and support of firmwide approaches in respect of FRTB to ensure best possible optimisation opportunities.
Senior Quantitative Developers with:
Modelling and product knowledge across different asset classes.
Six years plus relevant work experience.
Quantitative maths, market structure and market risk knowledge, code development (eg SCALA)
-Team Lead / Senior Quantitative Developer with:
Modelling and product knowledge across different asset classes and with managerial experience
Six years plus relevant work experience.
Quantitative maths, market structure and market risk knowledge, code development (eg SCALA).