Description: From the Market Risk area, they have the need to incorporate a consultant to support the configurations and developments of IT Global to comply with FRTB US (new regulation) .
REQUIREMENTS (must)
NPR Experience
Basilea knowledge
IT Architecture Santander: data structure and integration between AC and LAGO
FRTB-SA sensitivities
REQUIREMENTS (nice to have)
CRD/CRR - UE transposition
Valuation engines and risk metrics Murex/Mariner/AIRe
DRC SEC
Code knowledge
Some seniority (will have to be quite independent)
Knowledge of internal rating systems/processes for credit issuers
