Market Risk Consultant - FRTB

  • Salary:£60,000
  • Location:London, England, United Kingdom
  • Job Type:Permanent, Full time
  • Company:Alexander Ash GmbH
  • Updated on:16 Dec 17

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.