FRTB IMA Risk Analytics Specialist | Python Quant

Crisil; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

Crisil is seeking a Risk Analytics professional to join a leading investment banking client to support their FRTB IMA implementation. You will bring strong quantitative risk background and hands-on Python skills.

You will develop market risk models (VaR, ES), work on PLA/PAT and RFET, analyze time series, and collaborate with Risk, Quants, Technology, and Front Office teams. Exposure to Basel/BCBS regulations and UAT testing will be part of the role.

Qualifications

• Strong knowledge of FRTB IMA and Basel regulations.
• Experience in Market Risk analytics and model development.
• Hands-on experience with VaR, ES, time series and market data analysis.
• Experience with large datasets and quantitative models.
• Familiarity with risk platforms (Murex, Calypso, Athena).

Responsibilities

• Support FRTB IMA methodology implementation and enhancements.
• Develop and enhance market risk models (VaR, ES, sensitivities).
• Work on PLA/PAT and RFET frameworks.
• Perform quantitative analysis on market data and time series.
• Build Python-based analytics tools and data pipelines.
• Partner with Risk, Quants, Technology & Front Office teams.
• Analyze model performance and support Basel/BCBS compliance.
• Assist in UAT and testing.

Skills

FRTB IMA

VaR

ES (Expected Shortfall)

Time Series

Python

Risk metrics

Big data

Education

Bachelor's/Master's in Mathematics/Statistics/Finance/Engineering

Tools

Murex

Calypso

Athena

Job description

Crisil is seeking a Risk Analytics professional to join a leading investment banking client to support their FRTB IMA implementation. You will bring strong quantitative risk background and hands-on Python skills.

You will develop market risk models (VaR, ES), work on PLA/PAT and RFET, analyze time series, and collaborate with Risk, Quants, Technology, and Front Office teams. Exposure to Basel/BCBS regulations and UAT testing will be part of the role.