WHO WE ARE
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, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
· Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
· IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.
ABOUT THE PROJECT
Quanteam UK is working with a major British Investment Bank within their Global Risk Analytic function, our client would like to add additional Quantitative Risk-Developer consultant with strong knowledge around Market Risk, to join a large-scale change programme with a focus of identifying the impact and implementing regulatory change related to FRTB-IMA Programme.
· The consultant will be responsible for developing a sound understanding of methodology, smooth integration of analytics within the function production platform
· Implementing Risk Analytics for trading desks, release, build and deployment process management and improvement, while delivering the FRTB and other Regulatory measures
· Working closely in various desks, such as Front Office and Risk Systems Team
· Ability to work with different stakeholders within the bank
· Strong Market Risk background with proficient programming language
· Strong FRTB-Internal Model Approach, working knowledge of changes to capital charges, market risk calculations, and the market risk regulatory reporting landscape
· Some level of IMA DRC (Default Risk Charge) methodology and processing impact on internal risk systems.
· Strong Development working experience
· Strong Programming language in C++, Python
· Strong understanding of Market Risk e.g. (VaR, Pricing, Stress Testing, Scenario Analysis)
· Experience in implementing pricing and risk, PnL, Var quant analytics, other regulatory framework
· Strong asset classes product knowledge in any of; Rates, FX, Commodities, Credit