- Co-ordinates the implementation of FRTB program for Traded Risk Process department
- Support the Global Head of Traded Risk Process and Global Head of Capital and Liquidity Risk in the implementation for strong and robust process to analyze and report FRTB capital both internally and externally
- Conduct quantitative analyze of FRTB for regional and global Traded Risk and Finance teams.
- Support risk optimization effort in reducing RWA by deep analysis of capital driver and saving opportunities
- University graduate in finance, computer science or any other quantitative related degrees
- Experience working in a Risk/Finance or other quantitative function
- Experience with analytical reporting, e.g. explanation of a transformation by decomposition
- Detailed knowledge of financial markets, trading business, risk calculations.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.