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Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.
ABOUT THE PROJECT
Our client would like to onboard additional Senior Risk Management consultants with strong knowledge around Traded Risk Management by implementing regulatory change related to FRTB-IMA Programme.
Provide guidance to the client on successfully migrating onto new operating models and new systems
Manage with PM's and stakeholders on detail level issues
Leverage subject matter expertise to ensure that all client communications are handled correctly and that the change is being implemented smoothly
Strong FRTB-Internal Model Approach working knowledge of changes to capital charges, market risk calculations, and the market risk regulatory reporting landscape
Organising business requirements walkthroughs between business/change and IT
Reviewing IMA DRC (Default Risk Charge) methodology documents to identify the data sourcing and processing impact on internal risk systems.
Strong FRTB & IMA (Internal Model Approach) experience/knowledge
Regulatory reporting experience
Strong understanding of Market Risk e.g. (VaR, Pricing, Stress Testing, Scenario Analysis)