2 of 2 Permanent Market Risk Jobs in the City of London

strategic FRTB Internal Models Approach (IMA) solution. This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms. Responsibilities: * Developing and enhancing FRTB IMA risk calculation frameworks * Building … scalable analytics and reporting solutions * Working closely with Quantitative Research, Market Risk and Front Office stakeholders * Optimising performance and improving risk calculation workflows * Contributing to the design of strategic risk technology platforms Skills and Experience: * Strong commercial experience with Scala development * Solid understanding of functional programming ...

.NET technologies. The role will drive architecture, delivery governance, stakeholder management, and technical leadership for applications focused on derivative asset/liability valuation, market curve validation, treasury analytics, and related financial controls. The candidate will work closely with business stakeholders, quantitative teams, cloud engineers, and offshore delivery teams … derivatives analytics and curve validation applications. Drive architecture and integration strategy across Dataiku, Azure cloud services, and .NET-based applications. Collaborate with treasury, finance, risk, and quantitative analytics teams to understand valuation and risk management requirements. Manage delivery roadmap, sprint planning, technical governance, and stakeholder communication. Ensure compliance ...