Title: Senior Quant Analyst/Developer (Market Risk FRTB)
Location: Canada Square, London (hybrid working – twice a week in office is required)
Daily Rate: up tp £900 Inside IR35 via Umbrella (Danbro, Focused, Paystream)
Duration: 6 months minimum – most likely extended till end of the year (with a further extension possibility)
(Please mention the following experiences/skill set/qualification clearly in your CV as that would help during the screening stage)
Open personality and effective communication skills, ability and flexibility to work in an international team
This is a senior role responsible for development and analysis of market risk (MR) models. The core objectives are
Proactively build tools in Python to test the proposed models, to formulate requisite analysis and to measure the impacts of model change.
The jobholder will also continually reassess the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.
This will be achieved by ensuring all actions take account of the likelihood of operational risk occurring.
Also by addressing any areas of concern in conjunction with line management and/or the appropriate department.