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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Responsibilities of the role: Developing, implementing models to quantify market risk and their impact on the banks risk capital. Developing, implementing and documenting models to quantify market risk and their impact on risk capital. Ensuring that allmodels and implementations adhere to regulatory guidelines in Basel 2.5, Basel 3 and FRTB. Manage models and analysis for measuring VaR, SVaR, ES, PLA, Back testing and model performance Requirements of the role: Strong understanding of counter party creditrisk models and risk management Knowledge of regulatory guidelines in Basel 2.5, Basel 3 and FRTB Excellent programming skills in Python, C#/F#, or C++ Willing to be based in London.