FRTB Market Risk Quant Consultant – Contract 1Y

Overview

As a Quantitative Advisory Senior Manager, you build deep client relationships and shape risk modelling solutions for financial services. You work with cross‑functional teams to address regulatory and risk challenges, focusing on FRTB and front-to-back market risk transformations. You lead proposals and complex project elements, applying advanced quantitative methods to deliver impact. This role combines modelling expertise with client leadership in a technology‑driven advisory context, offering meaningful regulatory and business impact.

Responsibilities

• Lead presentations and proposals for medium to highly complex projects
• Develop and nurture client relationships to generate business opportunities
• Provide subject matter insights for bids and proposals
• Collaborate with risk practitioners, IT advisory and accounting teams on quantitative solutions
• Support front-to-back market risk transformation initiatives and regulatory discussions
• Contribute to model development and validation efforts for derivatives, market risk, and CVA models

Key requirements

• PhD or MSc in a numerate subject
• 4 years of experience in model validation or front office quant or related quantitative finance role
• Experience in Financial Services, either in industry or advisory/regulatory context
• Knowledge of derivative pricing, market risk and CVA methodologies
• FRTB and CRDIV experience, and regulatory capital calculation knowledge
• Model development and validation experience for Derivative Pricing, Market and CVA models
• Experience in VBA, Java, C++, SQL, R, Matlab, .NET; strong mathematical ability including stochastic calculus and numerical methods

• Client relationship management
• Excellent communication and presentation skills
• Cross-functional collaboration
• Derivative Pricing
• Market Risk
• CVA

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