Quanteam Group is a Business Consultancy specialising in the Financial industry, in London, Paris, Brussels, New York and North Africa.
Since 2007, our 650 consultants provide their expertise to major clients (Corporate & Investment Banks, Asset managers, Hedge Funds, Brokers and Insurance Companies) 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 (Market risk, credit risk, counterparty risk...), Banking regulations (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 (C++, Python, C#, Java, VBA...), Financial softwares (Sophis, Murex, Summit, Calypso...), IT transformation & innovation...
As part of Quanteam Group, Quanteam UK (incorporated in 2010) counts more than 70 consultants, delivering our expertise to major capital markets players in London.
With a major Investment Bank, Quanteam UK is currently leading a specific piece of work, on standardised Capital metrics for Counterparty Credit Risk, including SA-CCR and FCCM
Is this perspective, we are looking to onboard a Senior Risk Quantitative Analyst, to deliver the following tasks:
Write a methodology specification, based on regulatory requirements and
Implement such a methodology within the team's library (C#).
This implementation is designed to be a reference implementation to assess the regulatory compliance of the implementation in the production systems and identify any gaps.
As such both methodology expertise as well as development skills are required.
A significant portion of the work on SA-CCR has been done so the project will be focused on FCCM as a first priority, with some smaller elements of SA-CCR and potentially CEM.
Internal Number: 4937132
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