FRTB SME/Risk Analytics Specialist

We are looking for a Risk Analytics professional to join a leading investment banking client supporting their FRTB IMA (Internal Models Approach) implementation program. This role is ideal for candidates with strong quantitative risk background, solid understanding of FRTB IMA methodology, and hands‐on Python skills.

Key Responsibilities Support FRTB IMA methodology implementation and enhancements Develop and enhance market risk models (VaR, Expected Shortfall, sensitivities) Work on P&L Attribution (PLA/PAT) and Risk Factor Eligibility Test (RFET) frameworks Perform quantitative analysis on market data and time series Build and maintain Python-based analytics tools and data pipelines Partner with Risk, Quants, Technology & Front Office teams Analyze model performance and support regulatory compliance (Basel / BCBS) Assist in UAT and testing Must-Have Skills Strong understanding of FRTB IMA methodology Experience in Market Risk Analytics / Model Development Hands‐on experience with: VaR / Expected Shortfall (ES) Time Series & Market Data analysis Risk metrics & sensitivities Experience working with large datasets and quantitative models Solid understanding of Basel / FRTB regulations Preferred / Nice to Have Hands‐on experience in FRTB IMA implementation Experience with PLA (P&L Attribution) and RFET frameworks Familiarity with risk platforms (Murex, Calypso, Athena, in‐house systems) Knowledge of statistical / stochastic modelling techniques Experience in Agile or global delivery environments Education Bachelor's / Master's (or higher) in Mathematics, Statistics, Finance, Engineering, or related quantitative field

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