The Risk Modeller will be working on methodology development, analysis and prototyping for the key metrics as part of the FRTB Programme. Other responsibilities;
- Prototype build and analysis
- Signed off GRA methodology document including traceability.
- FRTB project experience
- Previous Consultancy experience a bonus
- Previous modelling experience
- Clear and demonstrable familiarity with key Traded Risk measures.
- Experience with software build systems
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.