VaR), sensitivity analysis, and portfolio stress tests, with minimal guidance from the organization. Design and execute backtesting models to validate VaR and other model outputs, ensuring regulatory compliance with Basel backtesting standards and regulatory requirements Ensure risk reporting supports regulatory capital computation and attribution, aligned with Basel II and BaselIII FRTB standards Design and implement … severe but plausible market risk scenarios, aligned with regulatory expectations under CBO Circular BM-1200, and integrate these into capital and risk reporting Develop capital allocation models compliant with Basel II and Central Bank regulations for market risk capital and BaselIII FRTB standards, including standardised and internal models approaches as appropriate. Lead the design and integration More ❯
ingestion, processing, and storage, and build model-ready data products. Integrate tools for data governance, lineage, and security to meet compliance standards. Ensure infrastructure complies with regulations (e.g., GDPR, BaselIII/IV, IFRS 9) and embed DevSecOps principles. Collaborate with stakeholders to translate business needs into technical solutions aligned with cloud strategy. Communicate progress and risks to … CI/CD tools (e.g., Jenkins, GitLab CI), and cloud monitoring. Proven experience in digital transformation and Agile environments. Preferred understanding of banking risk management and regulatory frameworks (e.g., BaselIII/IV, IFRS 9, CRD4). Strong leadership and stakeholder engagement skills. 15+ years in software development and cloud engineering, ideally in financial services. Experience with big More ❯
ingestion, processing, and storage, and build model-ready data products. Integrate tools for data governance, lineage, and security to meet compliance standards. Ensure infrastructure complies with regulations (e.g., GDPR, BaselIII/IV, IFRS 9) and embed DevSecOps principles. Collaborate with stakeholders to translate business needs into technical solutions aligned with cloud strategy. Communicate progress and risks to … CI/CD tools (e.g., Jenkins, GitLab CI), and cloud monitoring. Proven experience in digital transformation and Agile environments. Preferred understanding of banking risk management and regulatory frameworks (e.g., BaselIII/IV, IFRS 9, CRD4). Strong leadership and stakeholder engagement skills. 15+ years in software development and cloud engineering, ideally in financial services. Experience with big More ❯
in credit risk within retail banking—esp. unsecured lending Solid experience in credit risk data analysis using large datasets. Strong understanding of the UK regulatory landscape (FCA, PRA, IFRS9, BaselIII). Hands-on with model validation, and risk frameworks. Proficient in risk reporting, stakeholder engagement, and translating complex issues for varying audiences. Technical fluency: Python, R (or More ❯
in credit risk within retail banking—esp. unsecured lending Solid experience in credit risk data analysis using large datasets. Strong understanding of the UK regulatory landscape (FCA, PRA, IFRS9, BaselIII). Hands-on with model validation, and risk frameworks. Proficient in risk reporting, stakeholder engagement, and translating complex issues for varying audiences. Technical fluency: Python, R (or More ❯
derivatives). Familiarity with IT systems used in Prime Brokerage (e.g., trade capture, EMS/OMS, risk platforms, reconciliation, and client reporting platforms). Experience working on regulatory (e.g. BaselIII, Dodd Frank, MiFID II) and operational change projects. Presenting and explaining complex business or technical ideas to an audience who are not familiar with the subject. Proficiency 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, Organisational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical More ❯
certifications preferred. Nice to have - Previous experience with Tier 1 banking institutions.- Background in data governance or enterprise architecture.- Working knowledge of regulatory frameworks (e.g., FATCA, MiFID II, GDPR, BaselIII). 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 ❯
instruments and market structure (equities, bonds, repos, collateralized lending, etc.). Strong grasp of collateral management, capital efficiency, and how DeFi can impact these processes. Familiarity with regulatory frameworks (BaselIII, MiFID, EMIR, etc.) and how they relate to tokenisation and digital asset adoption Tokenization Expertise: Strong command of tokenization models, use cases, and best practices. Able to More ❯
corporate credit risk models, working at the intersection of front office, risk, and quantitative modelling functions. You will lead initiatives that ensure models are not only regulatory compliant (IRB, Basel 3.1, IFRS 9) but also operationally embedded into decision-making, capital planning, and risk management frameworks. Key Responsibilities: Lead the end-to-end implementation of corporate credit risk and … initiatives around model deployment and regulatory compliance. Work cross-functionally to deliver limit management tools, early warning indicators and risk reporting solutions. Act as a subject matter expert on Basel frameworks, credit risk modelling, and regulatory expectations. Explore and promote automation, AI, and advanced analytics in model execution and monitoring. Liaise with validation, audit, compliance and regulatory teams to … ensure robust oversight. Key Requirements: Demonstrable experience in credit risk, model implementation, or quantitative risk management within wholesale banking. Strong understanding of Basel regulatory frameworks (IRB, Basel 3.1), IFRS 9 and capital modelling. Ability to bridge technical and business teams, translating models into meaningful outcomes. Skilled in working with large datasets, model tooling, and governance infrastructure. Excellent stakeholder More ❯