Anonymous Recruiter
London (South)
Unspecified Competitive
29 Sep 2016
19 Oct 2016
Contract Type
Job Title MOSS CCAR & FRTB Risk SME (AVP) Salary Competitive Location London Please note that this advert has been posted by Magrath LLP on behalf of Barclays. Employment will be with Barclays. A position has become available at a leading investment bank for the above position. Overall purpose of role The Market Object & Static Service (MOSS) team is looking for a Risk SME for the purpose of CCAR & FRTB delivery. This is a Risk SME for an IT team. The successful candidate will face off to the quants, risk managers, model validation team and the CCAR and FRTB governance team. The successful candidate must demonstrate that they have deep understanding in both theoretical and practical aspect of market risk. Note that this is not a quantitative modelling role. This is an IT role to work in an IT system which have components that orchestrate the quant library. Key Accountabilities · Support the MOSS IT team in developing the components that interact with the quant library to produce stress and un-stressed market objects · Gather the requirements for CCAR and FRTB with regards to MOSS · Ensure accurate & correct CCAR and FRTB implementation in the IT layer (in particular MOSS) · Engage with the business to identify high level plans and critical activities · Ensure compliance to internal and external (regulatory) standards Person Specification · Market risk subject matter expertise is a must · Deep understanding in risk and valuation of financial product · Development experience in functional programming language · Excellent and confident verbal and written communication skills · Able to challenge and articulate ideas with confidence · Ability to work well under pressure · Hard working, self motivated and able to work independently with minimal supervision · Structured, disciplined and delivery focussed · Adapt quickly in the often changing environment · Ability to network, collaborate and negotiate with project / program managers effectively · Strong attention to detail · Educational background preferably in quantitative finance or mathematics Experience Required · Strong track record of market risk project delivery · Substantial experience in working within an IB or similar environment · Experience in either CCAR or FRTB related projects is a big plus How to Apply Please click the apply now button below. Respondents are deemed to consent to the release of information to our client when submitting their details. All successful applicants will be contacted. Applicants have four weeks from the date of posting to reply to this vacancy. The expiry date of this advert is Thursday 27 October 2016. Please note that this advert has been posted by Magrath LLP on behalf of Barclays. Employment will be with Barclays. This job was originally posted as