Technical Market Risk IT Specialist (FRTB/CCAR)
Consultant Harriet King
Date posted 19 October 2016
An exciting new position is available for a leading Market Risk IT professional to work on the establishment of new infrastructure for the FRTB Regulation within a leading European Investment Bank based in Canary Wharf. This role is for an IT professional with SME experience and understanding in market risk regulatory implementation. The business would ideally like to speak to candidates who have experience with FRTB and/or CCAR from a Risk IT perspective.
Key responsibilities of this role:
- Gather the business requirements for CCAR and FRTB when in relation to the IT implementation team
- Ensure accurate & correct CCAR and FRTB implementation in the IT layer
- Candidates will be involved with data coding and programming to ensure that the infrastructure to support the trading desks will be compliant with FRTB and CCAR regulations
- Some leadership responsibilities for the IT team in the technical direction of the analytical components
- You will face off to the quants, risk managers, model validation team and the CCAR and FRTB governance team.
- Support the IT team in developing the components that interact with the quant library to produce stress and un-stressed market objects
You must demonstrate that they have deep understanding in both theoretical and practical aspect of market risk. Note that this is not a quantitative modelling role. This is an IT role to work in an IT system which have components that orchestrate the quant library.
To be considered for the Technical Market Risk IT Specialist (FRTB/CCAR) position you will have:
- Market risk subject matter expertise is non-negotiable with preference to have experience in market risk project delivery.
- Deep understanding in risk and valuation of financial product
- Development experience in functional programming languages with strength in data analytics and coding
- Experience in either CCAR or FRTB related projects is considered highly preferable.
If you would like to apply for the role please speak to Harriet King via firstname.lastname@example.org or 02075098258.