For this reputable consulting firm we are looking for strong change individuals to work on industry wide FRTB (Fundamental review of the trading book) initiative; the new market risk paradigm. This is expected to have a far-reaching impact on risk measurement, assessment, and reporting at financial institutions worldwide.
Skills and experience required:
Strong Market Risk content knowledge ( VaR, Pricing, Stress Testing, Scenario Analysis, Calculations, Risk Sensitivities , Monte Carlo, Historical Simulations, Time Series, Derivatives Pricing, CAD2, Internal Model Method (IMM), Risk not in VaR (RNIV)
Ideally consulting experience
Project Management experience
If you are interested in risk advisory and project work for a leading consulting firm please apply asap.
Internal Number: 6676209
About Alexander Ash GmbH
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