FRTB IMA Risk Analytics Specialist — Python

CRISIL Limited

Greater London

On-site

GBP 90,000 - 120,000

Full time

4 days ago

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Job summary

CRISIL Limited is seeking a Risk Analytics professional to join a leading investment banking client supporting FRTB IMA implementation. The role focuses on quantitative risk, Python tools, and collaboration with risk, quants, technology and front office teams.

The candidate will develop and enhance market risk models, perform time-series analysis, and ensure regulatory compliance with Basel/BCBS. Strong problem-solving and data manipulation skills are essential, as is experience with large

Qualifications

Strong understanding of FRTB IMA methodology.
Experience in Market Risk Analytics / Model Development.
Hands-on experience with VaR, ES, time series and market data analysis.
Experience with large datasets and quantitative models.
Solid understanding of Basel / FRTB regulations.

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 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.