Market Risk / FRTB Business Analyst

  • Competitive daily rate
  • Paris, Ile-de-France, France
  • Contract, Full time
  • Non-disclosed
  • 18 Oct 18

Leading Bank seeks a seasoned Market Risk BA ( 5+ years) with FRTB experience Long term freelancer contract. MUST BE FRENCH SPEAKING!

Fundamental Review of Trading Book project: Sensitivity based approach stream(SBA) - Review & validate the Business requirements - Review the FRTB calculator prototype on SBA (for QIS exercise). - Follow-up and coordinate FRTB subjects (Scope, Data quality, Desk structure, etc… ) - Prepare, Compute and publish the FRTB QIS - Validate the new FRTB compliant calculator - Review & validate the Target Operating Model (TOM). - Answer the regulator on Market risk TRIM (Targeted review of internal model) findings (on Scope, Capital requirement calculation, Banking book capital requirement, CIU Treatment, internal hedges