CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
As you would imagine, the team is covering a lot of FRTB driven work, and there is scope to be creative in providing solutions within the group. Further, the firm provides an excellent career progression structure and many of the staff in this team have been promoted over the last twelve months.
Key Responsibilities will include:
Market Risk Model development
Maintenance and enhancements of VaR, stressed VaR and risks NIV
Liaising with other business stakeholders on Market Risk Model changes
Providing Technical Guidance and Expertise on Market Risk Model related matters including regulations such as FRTB
The role requires experience in market risk quantitative analytics, understanding of regulatory driven (FRTB) projects, and proficiency with relevant programming languages – C++, Matlab etc.
In return, the starting basic salary will be in the range of £75,000 - £115,000, depending on experience, plus benefits and bonus.