Market Risk FRTB IMA Model Validation/Development Quant in City of London

Job description

Senior Manager – Market (Traded) Risk - FRTB IMA

Location: London (preferred - remote is potentially an option) | UK-wide applicants considered

6 month contract initially - strong likelihood of extension.

We are seeking an experienced risk professional to join a specialist team delivering regulatory and quantitative expertise in market risk.

This Senior Manager role involves leading complex engagements across market risk model development and validation, focusing on FRTB IMA, VaR, SVaR, IRC, RNIV, PFE, and CVA. The successful candidate will engage with clients across model risk, front office, treasury, audit, and regulatory teams to deliver advisory and assurance on modelling frameworks and compliance with global regulatory expectations

.

Key Responsibilities:

• Lead the delivery of market risk consulting projects, including model development and validation
• Provide technical guidance across FRTB IMA, Basel III, PRA SS 1/23, SR 11-7, and related regulatory frameworks.
• Oversee the development and execution of model strategies aligned with business and regulatory needs
• Assess data quality, model performance, and governance frameworks
• Mentor junior team members and manage internal and client stakeholders

Requirements:

• 10+ years' experience in traded risk, including model development and/or validation
• FRTB IMA experience is an essential requirement.
• Deep understanding of global prudential regulations (UK, EU, US, APAC)
• Advanced quantitative and programming skills (Python, R, SQL, SAS)
• Proven consulting capabilities including stakeholder and team management
• Strong written and verbal communication, with the ability to produce high-quality documentation and client-facing deliverables

This is a high-impact opportunity for a risk leader ready to shape risk modelling practices for global banking institutions.

Extra information

Status

Open

Education Level

Secondary School

Location

City of London

Type of Contract

Part-time jobs

Published at

04-08-2025

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English