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DATE ADDED: Mon 16/03/2020

Director Of Market Risk Modelling

London, UK


JOB TYPE: Permanent, FullTime

SALARY: GBP120000 - GBP150000 per annum + Competitive Benefits

Responsibilities include

  • The development of FRTB market risk methodology that meets internal and external standards requiring significant interaction with different areas of the business
  • Actively engaging with the PRA and other international regulators such as the EBA, HKMA and the Fed
  • Lead model initiatives to improve the transparency of the risk and capital measures within market risk

Successful candidates will have:

  • Extensive knowledge of market risk regulation especially FRTB
  • Proven knowledge of developing risk models
  • Experience in liaising with challenging stakeholders

What you'll get:

  • Strong interaction with senior stakeholders across the bank
  • An opportunity to influence the way in which the bank operates from a FRTB perspective
  • An opportunity to be involved with other projects such as Brexit and IBOR workstreams

If you are interested, please send your CV to Perpetua at #removed# (.com)

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