1 to 25 of 52 Basel III Jobs in England

cloud-native development. Ensure systems meet high standards of security, scalability, and performance, particularly in handling sensitive financial data. Oversee the delivery of projects aligned with regulatory requirements (e.g., Basel III, FRTB, CCAR). Manage technical debt, prioritize backlogs, and ensure timely delivery of features and enhancements. Foster a culture of innovation, continuous improvement, and engineering excellence. Required More ❯

cloud-native development. Ensure systems meet high standards of security, scalability, and performance, particularly in handling sensitive financial data. Oversee the delivery of projects aligned with regulatory requirements (e.g., Basel III, FRTB, CCAR). Manage technical debt, prioritize backlogs, and ensure timely delivery of features and enhancements. Foster a culture of innovation, continuous improvement, and engineering excellence. Required More ❯

cloud-native development. Ensure systems meet high standards of security, scalability, and performance, particularly in handling sensitive financial data. Oversee the delivery of projects aligned with regulatory requirements (e.g., Basel III, FRTB, CCAR). Manage technical debt, prioritize backlogs, and ensure timely delivery of features and enhancements. Foster a culture of innovation, continuous improvement, and engineering excellence. Required More ❯

cloud-native development. Ensure systems meet high standards of security, scalability, and performance, particularly in handling sensitive financial data. Oversee the delivery of projects aligned with regulatory requirements (e.g., Basel III, FRTB, CCAR). Manage technical debt, prioritize backlogs, and ensure timely delivery of features and enhancements. Foster a culture of innovation, continuous improvement, and engineering excellence. Required More ❯

cloud-native development. Ensure systems meet high standards of security, scalability, and performance, particularly in handling sensitive financial data. Oversee the delivery of projects aligned with regulatory requirements (e.g., Basel III, FRTB, CCAR). Manage technical debt, prioritize backlogs, and ensure timely delivery of features and enhancements. Foster a culture of innovation, continuous improvement, and engineering excellence. Required More ❯

skills and attention to detail. Excellent written and verbal communication skills. Proficient in Excel; knowledge of SQL or data tools is a plus. Exposure to regulatory risk initiatives (e.g., Basel III, FRTB, CCR). Internship or junior role experience in a bank or capital markets environment. WHO WE ARE Quanteam Group is a Consulting firm specialized in the … 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. Basel III, 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 ❯

technology estates. You will have 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 how to deploy AI in … product knowledge, with the ability to face off to risk and front office functions in particular Experience of working with Risk stakeholders within Risk Transformation programmes. Some knowledge of Basel 3 Framework, Basel IV, CRR II/CRD V, FRTB, IRRBB and Liquidity Risk would be valuable Understanding of Risk business processes including but not limited to VAR More ❯

explain counterparty mark-to-future exposures on Derivatives books to users. Investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems where necessary. Qualifications: Program management experience delivering complex high priority regulatory programs working with MD/D … for derivatives products. • Understanding of Counterparty Credit Risk an advantage - Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk. Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE,RWA, EAD. Comprehensive experience with Agile and Waterfall SDLC methodologies. Strong demonstrated leadership skills with More ❯

and mitigate risks within the project scope. Must-Have Skills: 10+ years of Business Analysis experience in the Banking/Financial Services sector. Experience with FRTB IMA , IFRS 9 , Basel III/IV , or similar regulatory frameworks. Strong understanding of ECL modeling , risk systems, and financial data flow. Familiarity with tools such as SAS , Python , or R . More ❯

principles. Technical Skills: Advanced knowledge of Excel and experience with financial systems (e.g., Bloomberg, Reuters, or similar). Familiarity with accounting principles (e.g., IFRS, GAAP) and regulatory requirements (e.g., Basel III, IFRS 9). Statistical Techniques: Linear & Logistic Regression, Hypothesis Testing, Exploratory Data Analysis, Survival Analysis, Cluster Analysis, various Statistical Tests and Cross-Validation Techniques, ML Algorithms. Proficiency More ❯

principles. Technical Skills: Advanced knowledge of Excel and experience with financial systems (e.g., Bloomberg, Reuters, or similar). Familiarity with accounting principles (e.g., IFRS, GAAP) and regulatory requirements (e.g., Basel III, IFRS 9). Statistical Techniques: Linear & Logistic Regression, Hypothesis Testing, Exploratory Data Analysis, Survival Analysis, Cluster Analysis, various Statistical Tests and Cross-Validation Techniques, ML Algorithms. 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. Basel III, 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 ❯

management, trading desks, and technology teams. Gather, document, and analyse business requirements related to market risk models, metrics, and reporting. Support the implementation of regulatory initiatives such as FRTB, Basel III, and Stress Testing. Analyse VaR, sensitivities, stress scenarios, and P&L attribution to improve risk frameworks. Assist in risk system upgrades and data analysis, ensuring seamless integration … a Market Risk Business Analyst within an investment banking environment. Strong understanding of market risk concepts (VaR, sensitivities, stress testing, risk factors). Experience working with regulatory frameworks (FRTB, Basel III, PRA requirements). Proficiency in SQL, Python, or VBA for risk data analysis (desirable). Excellent stakeholder management skills, with experience engaging across risk, front office, and More ❯

Ensure solutions comply with data governance, regulatory, and privacy standards. Support UAT, data validation, and business readiness activities. Skills Required Experience in financial services or regulatory change projects (e.g., Basel III, IFRS9, MiFID II). Strong SQL skills and knowledge of data warehousing and analytics tools. Proficiency in tools like Excel, Power BI, Tableau, or Alteryx. Agile and 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. Basel III, 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 ❯

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. Basel III, 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 ❯

transformations, harnessing data, identifying business-enabling technology tools, and streamlining technology estates. You will work on business-critical engagements, including helping investment banks improve compliance with regulations such as Basel 3, FRTB, BCBS 239, and preparing for upcoming regulations on Liquidity, Interest Rate Risk, and deploying AI responsibly. Future prudential regulation will increasingly include Climate Risk, and EY is … understanding complex problems with critical thinking. Demonstrating commitment to diversity and inclusiveness. Investment banking knowledge Understanding of Risk Transformation, Financial and Non-Financial Risk processes. Knowledge of regulations like Basel 3, Basel IV, CRR II/CRD V, FRTB. Interest in digitization of risk technology and the broader capital markets ecosystem. Technical skills Experience with large-scale program More ❯

technology estates. You will have 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 how to deploy AI in … and Financial Risk and Non-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, especially the Risk Technology landscape More ❯

used to calculate exposure metrics such as EPE, PFE, and AEE, which are important for economic and regulatory capital calculations. The team also collaborates with Market Risk Management on Basel III projects like FRTB, CVA, and XVA. What we’ll offer you We provide an environment focused on your development and wellbeing, including: Hybrid Working Model enabling remote … CSR initiatives and 2 days’ volunteering leave annually Your key responsibilities Develop methodologies for path generation and margin models in Counterparty Credit Risk Implement derivatives exposure models compliant with Basel III and FRTB standards Assist with internal and external audits, addressing queries and providing analysis Ensure timely closure of regulatory, audit, and validation findings Support stakeholders in Credit More ❯

solutions. Ensure solutions comply with data governance, regulatory, and privacy standards. Support UAT, data validation, and business readiness activities.. . Experience in financial services or regulatory change projects (e.g., Basel III, IFRS9, MiFID II). Strong SQL skills and knowledge of data warehousing and analytics tools. Proficiency in tools like Excel, Power BI, Tableau, or Alteryx. Agile and More ❯

Ensure solutions comply with data governance, regulatory, and privacy standards. Support UAT, data validation, and business readiness activities. Skills Required Experience in financial services or regulatory change projects (e.g., Basel III, IFRS9, MiFID II). Strong SQL skills and knowledge of data warehousing and analytics tools. Proficiency in tools like Excel, Power BI, Tableau, or Alteryx. Experience with 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. Basel III, 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 ❯

and modelling to address complex 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. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery Support business development More ❯

products, including Options, Futures, Forwards and Swaps also Securities Financing Transactions (SFT) products an advantage. Understanding of the concepts of Counterparty Credit Risk or Market Risk highly beneficial including Basel III/IV, Credit Value Adjustment (CVA) and any other relevant Risk Regulations and measures. Ability to understand complex System flows including their capabilities and limitations. When required More ❯

preferable Outstanding analytical and problem-solving skills Beneficial Familiarity with Numerical analysis/Monte-Carlo methods is a plus Experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, FRTB, CCAR is an advantage Proven track record of developing and supporting analytics library for derivatives pricing and risk. In depth knowledge of Rates, Credit More ❯