FRTB Consultant

  • TBC
  • London, England, United Kingdom
  • Contract, Full time
  • S&H Consulting Ltd
  • 08 Apr 16

FRTB Consultants – Project Managers and Business Analysts

Our client is a tier one investment bank. We are looking for Consultants, Project Managers and Business Analysts for a Fundamental Review of Trading Book (FRTB) initiative.

You will have a good understanding of FRTB and Market Risk Management with experience of working with a bank or consultancy firm as a Consultant, Project Manager or Business Analyst on assignments for FRTB or Market Risk.

Experience within a change management environment or transformation programmes will be key, where your skill set will include some of the following:

  • Knowledge of market risk analysis such as VaR, SVaR, IRC, RWA and ES
  • Accountability for execution and delivery of key market risk work streams
  • Experience in the analysis of the capital charges arising from FRTB requirements, and the corresponding impact resulting from the migration to FRTB
  • Understanding of  methodology enhancements, including qualitative impact analysis
  • Able to provide analytical support to Risk Managers to facilitate risk management / business decisions.
  • Ability to clearly define and articulate business requirements
  • A proven track record of Project Management delivery

You will have excellent presentation and communication skills, being credible and confident with senior stakeholders and with your domain knowledge. Please send your CV with your current remuneration or day rate to Adriaan Hugo