FRTB Capital Analyst

Recruiter
Location
London
Salary
£500 to £650 per annum
Posted
19 May 2017
Closes
26 May 2017
Ref
AW1905
Contact
Antony Williams
Contract Type
Interim, contract & temp
Hours
Full Time
FRTB Capital Analyst

HFG have partnered with a leading bank who are looking for an FRTB Capital analyst to support the production of FRTB quantitative impact study returns and internal capital estimates.

You work with the FRTB lead for the bank, producing and working through FRTB model prototypes for each capital components.  Review and validate the capital charge estimates, work alongside market risk analytics, and produce quantitative impact studies for the regulators.

Candidates will have proven banking experience with in depth knowledge and technical skills related to Market and Traded Credit Risk.  You will have strong IT skills ideally in Python, Haskell or other command line/scripting batches.  You will possess a high level of regulatory framework awareness and understand the role of a Market Risk Regulatory analyst.

This is an initial 6 month contract with a day rate of £550-650p/d. For further information please call Antony Williams on 0207 220 1106