FRTB Tester

Experis; Greater London; Hybrid; GBP 50,000 - 70,000; Full time

Job summary

A consulting firm is seeking an experienced FRTB Tester for a 6-month contract in London with hybrid work options. The ideal candidate will understand equity derivatives and fixed income products, possess strong analytical skills, and be proficient in SQL and Python scripting. Key responsibilities include developing test scenarios, coordinating with teams, and ensuring data validation. This position is inside IR35 and requires umbrella arrangements.

Qualifications

• Strong understanding of equity derivatives, fixed income and securitized products.
• Familiarity with FRTB SA regulations.
• Ability to create and execute test plans and scripts.

Responsibilities

• Develop and execute test scenarios and report results.
• Coordinate with teams on testing documentation.
• Ensure data validation and quality testing.

Skills

Analytical and problem-solving skills

Proficiency in SQL

Familiarity with testing tools

Scripting in Python

Data validation skills

Tools

JIRA

Confluence

Job description

FRTB Tester

London - Hybrid

6 months +

Inside IR35- Umbrella Only

Skill Set Business

• Strong understanding of equity derivatives products, their risk measures, and pricing methodologies.
• Extensive knowledge of fixed income products, securitized products, and associated pricing methodologies.
• Familiarity with FRTB SA regulations, including curvature, RRAO, trading book and banking book distinctions, and RWA calculation.
• Proficiency in reference static data and ETF/Index/Funds composition data.
• Develop and execute test scenarios/cases, share results with business users, and update progress regularly.
• Coordinate with multiple teams on the application version used for testing and document daily runs, error counts, and share the trend with the programme.

Essential IT Skills:

• Possess strong analytical and problem-solving skills, proficiency in SQL and other database querying languages, and familiarity with testing tools and methodologies.
• Create Python scripts to perform data validation on large flat files, ensuring completeness.
• Scripting and automation to manage and manipulate large data sets for analysis and testing.
• Utilize test tracking and reporting tools such as JIRA and Confluence pages.
• Comfortable with data validation, data transformation, and data quality testing.
• Develop and execute test plans, identify and document defects, and collaborate with developers to resolve issues.

All profiles will be reviewed against the required skills and experience. Due to the high number of applications we will only be able to respond to successful applicants in the first instance. We thank you for your interest and the time taken to apply!