Risk Quant – Quantitative Strategies & Data Group
- Hiring Organisation
- Bank of America
- Location
- London, United Kingdom
- Salary
- £ 100 K
regulatory programmes, including FRTB IMA, VaR, Strategic Risk and PnL, etc.. The role offers strong exposure to market risk methodologies, regulatory requirements and data testing frameworks.Responsibilities:Design, develop, implement, and maintain market models (e.g. VaR) to ensure accurate measurement of risk exposures across trading books, in line with regulatory … internal governance requirementsSupport the implementation of risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR, expected shortfall and stress test calculations. This includes testing scenario design, implementation, results consolidation, and analyses of calculations to understand key driversInvestigate and categorise data anomalies ...