Job Description
My client is a well-established Financial Services firm, who are seeking an Interim Market Risk Consultant to join their London based team.
Day rate: £450 - £500 per day
Duration: 5 month contract
Responsibilities:
- Daily monitoring of market risk profile and adherence to the Risk Appetite.
- Testing and implementing FRTB deliverables.
- Work closely with the Front Office.
- Support ongoing market risk stress testing and scenario analysis.
Requirements:
- Extensive experience working in market risk functions.
- Demonstrable knowledge of market risk metrics, particularly VaR, stress testing and risk sensitivities.
- Experience working with FRTB implementation.
No visa sponsorship possible.