Front Office Quant Strat, FRTB Portfolio Risk Analytics (VP-ED)
London Ref : QDFRTB-1412 Key role with truly Excellent Package plus Front Office bonus Tier-1 Investment Bank Python, C++, Market Risk RWA, implementation of FRTB, Data issues
The Front Office Analytics Strat team at this Tier-1 Investment Bank provides expertise in quant analytics, modeling, pricing and risk with strong system architecture and programming.
They now seek a Quant Developer to help build the FRTB part of a new strategic analytic platform for pricing and risk across Rates / FX / Commodities / Credit
SKILLS & EXPERIENCE :