Assist in the build, testing, and release management of the model libraries. Contribute to Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE, CVA, and RWA calculations, across a range of asset classes. Perform data analysis and generate regular reports to support quantitative efforts. What We'll Need From You … Carlo methods. Experience developing software, preferably in Windows or Linux environments. Proficiency in scripting using UNIX Shell (bash, etc.) and Python. Familiarity with Counterparty Credit Risk (CCR) calculations, including Basel IMM, Potential Future Exposure (PFE), and CVA methodologies is a significant advantage. Exposure to Regulatory-based projects such as Model Risk, BaselIII, Stress Testing, FRTB, and More ❯
Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. BaselIII, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. BaselIII, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. BaselIII, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
london (city of london), south east england, united kingdom
Quanteam UK
Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. BaselIII, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. BaselIII, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
evaluation, or deploying models in production environments. Understanding of financial risk modeling, model validation, or operational risk frameworks. Knowledge of regulatory frameworks such as DORA, SR 11-7, or BaselIII as they relate to AI. Bachelor’s or Master’s in Computer Science, Finance, Engineering, or related fields; MBA or other advanced degree a plus. Key Attributes More ❯
evaluation, or deploying models in production environments. Understanding of financial risk modeling, model validation, or operational risk frameworks. Knowledge of regulatory frameworks such as DORA, SR 11-7, or BaselIII as they relate to AI. Bachelor’s or Master’s in Computer Science, Finance, Engineering, or related fields; MBA or other advanced degree a plus. Key Attributes More ❯
