Frtb Quantitative Analyst

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB),...

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB),...

Responsibilities: - Validation of FRTB IMA models - Quantitative analysis and review of model frameworks, assumptions, data, and results - Designing, modelling and prototyping challenger models when required - Testing models numerical implementations and reviewing documentations - Checking the adherence to governance requirements - Documentation of findings...

Due to the continued growth of our FS Risk Consulting Department, we are looking for a Quantitative Analyst to join the Quantitative Finance Team based in London. You will mainly interact with banks but also insurance companies, large corporates and servicecompanies on a variety of projects. - **Job Role** Contribute in small and large-sized...

Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...

Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...

Responsiblities: - The business lines that are covered include Equities, Commodities, Interest Rate, Foreign Exchange, Emerging Markets and Credit trading desks. - Help develop, mobilise and monitor a centralised market risk process. - Be the single point of contact for reviewing the hierarchy of P&L effect. - Involvement in the technical implementation of...

**FRTB CVA - Business Analyst / Project Manager** Regulatory Change **Company**: Treliant **Location**:London **Permanent/Contract**:either We are currently looking for a PM/BA within FRTB CVA, supporting the Program Manager in delivering the Standardised Approach for calculating CVA capital (SA-CVA) under FRTB revised standards. This will be a high...

Role Title: Quantitative Analyst Duration: 9 Months Location: London/Hybrid (2-3 days on site) Rate: £620/d - Umbrella only Would you like to join a global leader in consulting, technology services and digital transformation? Our client is at the forefront of innovation to address the entire breadth of opportunities in the evolving world of cloud,...

Talent Solution TAPFIN London, United KingdomPosted 2 hours ago Contract £500 - £642 per day - FRTB SME DRC/IRC London/ Hybrid£642.16/ DayOur client are currently seeking an experienced FRTB SME to join their team in the London office/remote working. Role PurposeDRC is a key deliverable for FRTB and as such we need an expert analyst to help with the...

Senior Quantitative Researcher / Trader - London London, United Kingdom | Posted on 26/09/2023 Our client is a global quantitative trading firm. The firm is committed to developing its people, providing a collaborative and supportive work environment, and delivering exceptional returns. They are seeking a talented and motivated Quantitative Researcher &...

Senior Quantitative Researcher / Trader - London London, United Kingdom | Posted on 26/09/2023 Our client is a global quantitative trading firm. The firm is committed to developing its people, providing a collaborative and supportive work environment, and delivering exceptional returns. They are seeking a talented and motivated Quantitative Researcher &...

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokersand Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative...

Home Equity Quantitative Analyst jobs in London 7 Equity quantitative analyst jobs in London Equity Quantitative Analyst London 14.05.2024 Equity Quantitative Analyst London McGregor Boyall 14.05.2024 Main Purpose of the Role: The primary purpose of this role is to engineer the improvement, extension, and testing of models and pricing & risk...

Home Equity Quantitative Analyst jobs in London 7 Equity quantitative analyst jobs in London Equity Quantitative Analyst London 14.05.2024 Equity Quantitative Analyst London McGregor Boyall 14.05.2024 Main Purpose of the Role: The primary purpose of this role is to engineer the improvement, extension, and testing of models and pricing & risk...

**Quantitative Analyst** **_Do you want to innovate cutting-edge predictive models?_** **_Explore greenfield quant projects alongside the brightest minds in tech?_** As a Quantitative Analyst on the team you will leverage your background within mathematics and/or statistics. You will be passionate about exploring new state-of-the-art technologies within a...

Position - Junior Quantitative Analyst (Hybrid) Location - London Are you ready to dive into the world of Quantitative Analysis?My client is seeking a motivated Junior Quantitative Analyst to join their team. This role presents an exciting opportunity to develop your skills in quantitative analysis and contribute to impactful projects in a supportive...

Position - Junior Quantitative Analyst (Hybrid) Location - London Are you ready to dive into the world of Quantitative Analysis?My client is seeking a motivated Junior Quantitative Analyst to join their team. This role presents an exciting opportunity to develop your skills in quantitative analysis and contribute to impactful projects in a supportive...

Job Description Position - Junior Quantitative Analyst (Hybrid) Are you ready to dive into the world of Quantitative Analysis? My client is seeking a motivated Junior Quantitative Analyst to join their team. This role presents an exciting opportunity to develop your skills in quantitative analysis and contribute to impactful projects in a supportive...

We are seeking a highly skilled Risk Model Validation Analyst to join our team. The ideal candidate will have expertise in Python programming and a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, Stress Testing, Fundamental Review of Trading Book (FRTB), and...