£500.00 - £600.00 per day
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 ..... full job details .....
£500 - £600/day