Market Risk Consultant - FRTB

Recruiter
Alexander Ash Consulting Ltd
Location
London
Salary
50000.00 - 60000.00 GBP Annual
Posted
29 Nov 2016
Closes
05 Dec 2016
Contract Type
Permanent
Hours
Full Time

FRTB, VaR, Pricing, Stress Testing, Scenario Analysis, Calculations, Risk Sensitivities, Monte Carlo, Historical Simulations, Time Series, Derivatives Pricing, CAD2, Internal Model Method (IMM), Risk not in VaR (RNIV), Market Risk, Investment Banking

For this big 4 consulting firm we are looking for strong Market Risk individuals to work on industry wide FRTB (Fundamental review of the trading book) initiative; the new market risk paradigm. This is expected to have a far-reaching impact on risk measurement, assessment, and reporting at financial institutions worldwide.

Skills and experience required:

  • Market Risk Line background (Market Risk Managers, Market Risk Analysts, Market Risk Reporting, Quants etc.)
  • Strong Market Risk content knowledge ( VaR, Pricing, Stress Testing, Scenario Analysis, Calculations, Risk Sensitivities, Monte Carlo, Historical Simulations, Time Series, Derivatives Pricing, CAD2, Internal Model Method (IMM), Risk not in VaR (RNIV)
  • Banking experience

If you are interested in risk advisory and project work for a leading consulting firm please apply ASAP.