Job Title: QA Tester
Duration: 6 Months
Daily rate: £499PD - inside IR35
Location: Canary Wharf twice a week/Remote
Client: Financial Services
Engagement Method: Umbrella
Job Description:
Work with FRTB IMA BAs, QA (Function) and Market Risk Business and IT resource, across all relevant Asset Classes, to determine requirements and document in Confluence/Jira around:
RTPL/PLAT, focusing on improvements to Risk/Hedge Curve Templates (HCT's) /Grids to improve the distribution and correlation match between RTPL and HPL (PLAT).
Required to focus on any complex testing.
ES/SES
RFET
DRC
This includes, but not necessarily limited to, focuses on:
Market Data/Time-series analysis
Risk Factor observability and focuses on optimising Risk Factor Eligibility
Full Revaluation across FX Options, Structured Rates and additional asset classes.
Likely some focuses on Data Principles, including the 7 FRTB data principles.
PLEX output and required changes to PLEX, such as for Rates and Credit Bonds.
