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VP Market Risk FRTB Model Validator

2 months ago

London, Greater London, United Kingdom Bruin Full time
Job Title: VP Market Risk FRTB Model Validation

We are seeking a highly skilled FRTB SME to join our team at Bruin. The successful candidate will have a strong quantitative and analytical background, with expertise in FRTB IMA model validation.

Key Responsibilities:
  • Develop new IMA models in line with new standards implemented by regulatory bodies such as PRA, HKMA, and ECB.
  • Manage the implementation of the model risk framework across entities and countries, including risk appetite, risk taxonomy, and risk control library strategy framework.
  • Collaborate with regulators to ensure compliance with regulatory requirements.
Requirements:
  • Strong quantitative and analytical background.
  • Expertise in FRTB IMA model validation.
  • Experience in managing model risk frameworks.
  • Ability to collaborate with regulators.

We offer a competitive salary and benefits package, as well as opportunities for professional growth and development. If you are a motivated and experienced professional looking for a new challenge, please submit your application.