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Market Risk Lead (FRTB)

  • Salary: Negotiable
  • Job type: Contract
  • Location: London
  • Sector: Risk & Compliance
  • Date posted: 21/07/2017
  • Job reference: J368164A

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Our client is a leading organisation operating within the financial markets and financial services sector. They are currently looking to build a client solution to support banking clients with the FRTB regulation. Within this context, they are looking to recruit an SME within market risk to provide subject matter expertise on Market Risk so to ensure that the FRTB MRF solution reflects customer requirements in that domain. The role will:

  • Lead the work to define the market risk framework for data coverage assessment
  • Works with banks of the Advisory Board to identify priority risk factors
  • Lead the work to map financial instruments to priority risk factors and ensure that this is reflected in the solution specs
  • Contribute to define the specs of the FRTB target solution
  • Engage with regulators in relation to any aspect of the FRTB regulation that needs to be implemented into the target solution
  • Subject matter expert on Market Risk capital requirements aspects

The ideal candidate will have consulting experience within the market risk space and excellent client engagement skills.