Director of Market Risk Modelling Director of Market Risk Modelling …

Aston Carter
in London, England, United Kingdom
Permanent, Full time
Last application, 30 May 20
GBP120000 - GBP150000 per annum + Competitive Benefits
Aston Carter
in London, England, United Kingdom
Permanent, Full time
Last application, 30 May 20
GBP120000 - GBP150000 per annum + Competitive Benefits
My client is a leading global investment bank seeing to hire an experienced Director to join as the Head of their FRTB team. This person would be responsible for the global oversight of the FRTB market risk models, as well as guiding the development of the Market Risk Quantitative Library to implement aspects of the FRTB models.

Responsibilities include

  • The development of FRTB market risk methodology that meets internal and external standards requiring significant interaction with different areas of the business
  • Actively engaging with the PRA and other international regulators such as the EBA, HKMA and the Fed
  • Lead model initiatives to improve the transparency of the risk and capital measures within market risk

Successful candidates will have:

  • Extensive knowledge of market risk regulation especially FRTB
  • Proven knowledge of developing risk models
  • Experience in liaising with challenging stakeholders

What you'll get:

  • Strong interaction with senior stakeholders across the bank
  • An opportunity to influence the way in which the bank operates from a FRTB perspective
  • An opportunity to be involved with other projects such as Brexit and IBOR workstreams

If you are interested, please send your CV to Perpetua at poladapo@astoncarter (.com)

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