Current jobs related to VP – FRTB Model Risk - London - Barclay Simpson

  • VP Market Risk FRTB Model Validator

    3 weeks ago

    London, Greater London, United Kingdom Bruin Full time

    Job Title: VP Market Risk FRTB Model ValidationBruin is seeking a highly skilled VP Market Risk FRTB Model Validation professional to join our team.About the Role:Develop and implement new IMA models in line with regulatory standards.Manage the implementation of the model risk framework across entities and countries.Collaborate with regulators, including...

  • VP Market Risk FRTB Model Validator

    3 weeks ago

    London, Greater London, United Kingdom Bruin Full time

    Job Title: VP Market Risk FRTB Model ValidationBruin is seeking a highly skilled VP Market Risk FRTB Model Validation professional to join our team.About the Role:Develop and implement new IMA models in line with regulatory standards.Manage the implementation of the model risk framework across entities and countries.Collaborate with regulators, including...

  • VP Market Risk FRTB Model Validator

    4 weeks ago

    London, Greater London, United Kingdom Bruin Full time

    Job Title: VP Market Risk FRTB Model ValidationAt Bruin, we are seeking a highly skilled FRTB SME to join our team and contribute to the development of new IMA models in line with new standards.The successful candidate will have a strong quantitative and analytical background, with experience in FRTB IMA model validation and a deep understanding of risk...

  • VP Market Risk FRTB Model Validator

    4 weeks ago

    London, Greater London, United Kingdom Bruin Full time

    Job Title: VP Market Risk FRTB Model ValidationAt Bruin, we are seeking a highly skilled FRTB SME to join our team and contribute to the development of new IMA models in line with new standards.The successful candidate will have a strong quantitative and analytical background, with experience in FRTB IMA model validation and a deep understanding of risk...

  • FRTB Model Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Key Role in FRTB ProgrammeAt Danos Group, we are seeking an experienced risk professional to join our FRTB programme. The successful candidate will have a strong background in risk modelling and a deep understanding of the FRTB regulation.Key Responsibilities:Implementing a multinational risk framework into a complex business environmentDeveloping and...

  • FRTB Model Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Key Role in FRTB ProgrammeAt Danos Group, we are seeking an experienced risk professional to join our FRTB programme. The successful candidate will have a strong background in risk modelling and a deep understanding of the FRTB regulation.Key Responsibilities:Implementing a multinational risk framework into a complex business environmentDeveloping and...

  • FRTB Model Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Job OpportunityWe are seeking a highly skilled risk professional to join our FRTB programme at Danos Group. The successful candidate will have a strong background in risk modelling and a deep understanding of the FRTB regulation.Key Responsibilities:Develop and implement risk models for FRTB and other regulatory requirementsCollaborate with cross-functional...

  • FRTB Model Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Job OpportunityWe are seeking a highly skilled risk professional to join our FRTB programme at Danos Group. The successful candidate will have a strong background in risk modelling and a deep understanding of the FRTB regulation.Key Responsibilities:Develop and implement risk models for FRTB and other regulatory requirementsCollaborate with cross-functional...

  • VP Market Risk FRTB Model Validation

    2 months ago

    London, United Kingdom Bruin Full time

    My client is a Tier One Bank looking for an FRTB SME with knowledge in FRTB IMA model validationThe successful candidate will have a quantitative and analytical background in order to develop new IMA models in line with new standards that are implementedThe role will involve management of the implementation of the model risk framework across...

  • VP Market Risk FRTB Model Validation

    2 months ago

    London, United Kingdom Bruin Full time

    My client is a Tier One Bank looking for an FRTB SME with knowledge in FRTB IMA model validationThe successful candidate will have a quantitative and analytical background in order to develop new IMA models in line with new standards that are implementedThe role will involve management of the implementation of the model risk framework across...

  • FRTB Model Risk

    2 months ago

    London, United Kingdom Danos Group Full time

    Currently recruiting for a global bank who are looking to hire an experienced risk professional to join their FRTB programme. You should have previously sat in a risk modelling team and have expert knowledge on the regulation. This is a key programme for the bank, and you will play an important role in its delivery.Key Experience:Experience working in a...

  • FRTB Model Risk

    2 months ago

    London, United Kingdom Danos Group Full time

    Currently recruiting for a global bank who are looking to hire an experienced risk professional to join their FRTB programme. You should have previously sat in a risk modelling team and have expert knowledge on the regulation. This is a key programme for the bank, and you will play an important role in its delivery.Key Experience:Experience working in a...

  • FRTB Model Risk

    2 months ago

    London Area, United Kingdom Danos Group Full time

    Currently recruiting for a global bank who are looking to hire an experienced risk professional to join their FRTB programme. You should have previously sat in a risk modelling team and have expert knowledge on the regulation. This is a key programme for the bank, and you will play an important role in its delivery.Key Experience:Experience working in a...

  • Model Risk Expert Model Risk Management Frtb

    4 months ago

    London, United Kingdom HSBC Full time

    -Job description If you’re looking to take an exciting new direction with your HSBC career, an internal move can open the door to many opportunities, allowing you to take on a new challenge, and develop your skills. Bring your knowledge of our brand to a new role and grow yourself further. Our Risk and Compliance function has a critical role to play in...

  • FRTB Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Key Programme for a Global BankWe are currently recruiting for a risk professional to join our FRTB programme. The ideal candidate will have previous experience in a risk modelling team and expert knowledge of the FRTB regulation.Key Requirements:Experience working in a global bankExpert knowledge of FRTB and other risk models such as VaR or IRCExperience in...

  • FRTB Risk Specialist

    4 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Key Programme for a Global BankWe are currently recruiting for a risk professional to join our FRTB programme. The ideal candidate will have previous experience in a risk modelling team and expert knowledge of the FRTB regulation.Key Requirements:Experience working in a global bankExpert knowledge of FRTB and other risk models such as VaR or IRCExperience in...

  • Model Risk Expert Model Risk Management FRTB Specialist

    4 weeks ago

    London, United Kingdom HSBC Private Bank Full time

    About the RoleWe are seeking a highly skilled Model Risk Expert to join our team in London. As a key member of our Risk and Compliance function, you will play a critical role in supporting, challenging, and advising across all areas of the business.Our team has a critical role to play in supporting, challenging, and advising across all areas of the business...

  • Model Risk Expert Model Risk Management FRTB Specialist

    4 weeks ago

    London, United Kingdom HSBC Private Bank Full time

    About the RoleWe are seeking a highly skilled Model Risk Expert to join our team in London. As a key member of our Risk and Compliance function, you will play a critical role in supporting, challenging, and advising across all areas of the business.Our team has a critical role to play in supporting, challenging, and advising across all areas of the business...

  • Market Risk FRTB Program Lead

    2 weeks ago

    London, Greater London, United Kingdom Citigroup Inc. Full time

    Job Title: Market Risk FRTB Program LeadCitigroup Inc. is seeking a highly skilled Market Risk FRTB Program Lead to join our team. As a key member of our Global Market Risk organization, you will be responsible for leading the development of Citi's FRTB capabilities in accordance with regulatory rules and expectations.Key Responsibilities:Support Senior...

  • Market Risk FRTB Program Lead

    2 weeks ago

    London, Greater London, United Kingdom Citigroup Inc. Full time

    Job Title: Market Risk FRTB Program LeadCitigroup Inc. is seeking a highly skilled Market Risk FRTB Program Lead to join our team. As a key member of our Global Market Risk organization, you will be responsible for leading the development of Citi's FRTB capabilities in accordance with regulatory rules and expectations.Key Responsibilities:Support Senior...

VP – FRTB Model Risk

2 months ago

London, United Kingdom Barclay Simpson Full time
Our client is a global banking group with a successful, growing markets franchise.  The bank is seeking IMA approval for its market risk models under FRTB, and has mobilised a cross firm programme team to deliver this approval.A key stakeholder in the programme is the firms Model Risk function, and the team is currently seeking an exceptional market risk quant with strong quantitative skills to be the MRM representative in the FRTB model delivery.  The role will involve working on the initial phases of the FRTB project and associated change-the-bank activities, incl. the model landscape design activities as they relate to model risk, with subsequent opportunities to move into model validation for the respective models.Key tasks will be as follows:
  • Engage with stakeholders and represent MRM in various working groups set-up to drive decision making & delivery progress tracking during the initial phases of the FRTB project.
  • Consider model risk governance & validation requirements to support planning & model risk management activities during the initial phases of the FRTB project.
  • Independently performing and documenting analysis and testing of FRTB models as well as other relevant calculations and approached utilised as part of the market risk as required.
  • Identify and negotiate prioritisation of activities, including build-out and/or remediation, within the team as well as with other stakeholders.
  • Justify and defend their analyses and conclusions.
  • Contribute towards the continuous innovation and improvement in efficiency and effectiveness of technical approached and processes within the group, including discussion of overall model landscape strategyThe successful candidate should be operating at a VP level or equivalent, with demonstrable experience taking ownership of major market risk related modelling projects, either as a model validator or model developer.  This could be in another bank, a consulting firm or regulator.  A Masters or PhD in a relevant subject is a requirement, as is the ability to communicate effectively and succinctly with technical and non-technical audiences.This is an excellent opportunity to play a key role in the delivery of one of the largest FRTB IMA implementations in the UK.