FRM Market Risk Junior Consultant
4 weeks ago
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Key responsibilities
- Ability to work within a project team and take responsibility for the delivery of quality project deliverables.
- Support the development of Risk Technology solution using Python, VBA/Excel or Python.
- Support Advisory and Audit engagements and review regulatory requirements (Basel/BCBS, IRRBB, FRTB, SA-CCR)
- Check compliance in the areas of risk management, risk reporting and capital adequacy
Skills and attributes required for the role:
- Candidate must have a good understanding of quantitative methods and their application in the Financial Risk Management space
- Deep analytical skills, coupled with an open and curious mind, problem solving
- Advanced knowledge of programming or database languages like Python, R,
- VBA, SQL (or other) as well as excellent knowledge of the Microsoft Office suite
- Ability and willingness to write detailed report on communicate technical topics in simple terms
Minimum requirements to apply for the role (including qualifications and experience):
- Hons, Master or PhD in a quantitative discipline e.g. mathematical Finance,
- Actuarial science, quantitative finance, computational engineering
- Knowledge in Finance / Banking / Financial Products highly preferred
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