FRTB Tester

Experis - ManpowerGroup; London; Hybrid; GBP 45,000 - 65,000; Full time

Job summary

A leading recruitment firm is seeking an FRTB Tester in London for a 6-month hybrid role. The ideal candidate will have expertise in equity derivatives and fixed income products, along with strong analytical and problem-solving skills. Proficiency in SQL and Python is essential, as well as experience with test tracking tools like JIRA. Apply now to contribute to a dynamic testing environment.

Qualifications

• Strong understanding of equity derivatives products.
• Extensive knowledge of fixed income and securitized products.
• Familiarity with FRTB SA regulations.

Responsibilities

• Develop and execute test scenarios/cases.
• Coordinate with multiple teams on application testing.
• Document daily runs, error counts, and trends.

Skills

Analytical skills

Problem-solving skills

SQL proficiency

Python scripting

Data validation

Tools

JIRA

Confluence

Job description

Overview

FRTB Tester

London - Hybrid

6 months +

Inside IR35- Umbrella Only

Responsibilities

• 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!