teams. Gather, document, and analyse business requirements related to market risk models, metrics, and reporting. Support the implementation of regulatory initiatives such as FRTB, BaselIII, and Stress Testing. Analyse VaR, sensitivities, stress scenarios, and P&L attribution to improve risk frameworks. Assist in risk system upgrades and … within an investment banking environment. Strong understanding of market risk concepts (VaR, sensitivities, stress testing, risk factors). Experience working with regulatory frameworks (FRTB, BaselIII, PRA requirements). Proficiency in SQL, Python, or VBA for risk data analysis (desirable). Excellent stakeholder management skills, with experience engaging More ❯
use cases, and test plans.- Monitor and troubleshoot system issues, working with technology teams to ensure timely resolution.- Ensure compliance with regulatory requirements (e.g., BaselIII, Dodd-Frank, LBMA standards) relevant to precious metals trading.- Provide training and support to end-users and stakeholders SKILLS Must have - 8+ More ❯
market risk challenges Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA) Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. BaselIII/IV, FRTB), derivatives pricing techniques, and industry best practices Lead project teams, mentor and supervise junior team members, and ensure high More ❯
london (city of london), south east england, united kingdom
Mazars
market risk challenges Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA) Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. BaselIII/IV, FRTB), derivatives pricing techniques, and industry best practices Lead project teams, mentor and supervise junior team members, and ensure high More ❯
in candidates who can demonstrate some of the following: Hands-on experience delivering large-scale regulatory programmes within the CIB space - examples might include BaselIII, FRTB, DORA, operational resilience, or market conduct regulations - across front-to-back office functions. Familiarity with areas such as wholesale lending and More ❯
on both firm-wide networks and personal client relationships. Hands-on experience delivering large-scale regulatory programmes within the CIB space - examples might include BaselIII, FRTB, DORA, operational resilience, or market conduct regulations - across front-to-back office functions. Familiarity with areas such as wholesale lending and More ❯
and third-party auditors. Deliver security awareness training across the organisation. Other Considerations: Industry Expertise: In-depth knowledge of DORA, EBA ICT Guidelines, and Basel III. Communication Skills: Proactive and effective communicator, capable of collaborating with diverse teams and stakeholders. Continuous Development: Strong ability and desire to learn, adapt More ❯
the opportunity to work on business-critical engagements. In recent years we have helped investment banks improve their compliance with regulations such as the Basel 3 Regulatory Framework, FRTB and BCBS 239, and prepare for upcoming regulation around Liquidity and Interest Rate Risk and supporting our clients in leverage … Financial Risk business process Strong product knowledge, with the ability to face off to risk functions and front office in particular Knowledge of regulations - Basel 3 Framework, Basel IV, CRR II/CRD V and FRTB, would be valuable A demonstrable interest in the digitisation of investment banks More ❯
of England and/or FCA/PRA. You'll also contribute to the Pillar 3 annual document and manage regulatory changes, such as Basel 3.1, while ensuring compliance with both external and internal requirements. This role offers variety and impact, with opportunities to work across multiple reports and … reporting for a number of regulatory returns. Depending on experience/preference this will be either liquidity or capital focussed. Support the analysis for Basel 3.1 data and calculator gaps. Support ongoing process automation and process efficiency across the team, including transition to a new calculation tool. Support internal More ❯