Market Risk FRTB Analyst - Pricing/Valuations
- Type Contract
- Salary competitive
- Location New York, USA
- Sectors Finance and Operations
A global investment bank seeking a senior valuations analyst to join its team as soon as possible. This will be a 1 year contract that the manager may look to extend or convert to a direct hire. Please apply if you are interested in a long-term engagement. The rate will be based on experience, market rate, and the budget of the group.
The right candidate should have an advanced degree (Ph.D highly preferred) in a quantitative discipline and market risk and FRTB experience. The client is looking for a highly experienced quantitative analyst having worked in pricing and valuations.
The job description is below for your consideration.
- Understanding the products traded from the Americas platform and their systems used for risk, P&L attribution and associated market and static data
- Auditing the existing quality of market data, static data and P&L attribution and propose action plans when necessary.
- Coordinating with the different head office work streams, ensuring that local specificities are well understood and included in action plans to address deficiencies identified.
- Participating in industry working groups and provide feedback on industry consensus and standards being formed.
- Proactively keeping abreast of regulatory expectations and industry practices.
Sthree US is acting as an Employment Business in relation to this vacancy.