FRTB Tester
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 RWA calculation.
Proficiency in reference static data and ETF/Index/Funds composition data.
Develop and execute test scenarios/cases, share results with business users, and update progress regularly.
Coordinate with multiple teams on the application version used for testing and document daily runs, error counts, and share the trend with the programme.Essential IT Skills: Possess strong analytical and problem-solving skills, proficiency in SQL and other database querying languages, and familiarity with testing tools and methodologies.
Create Python scripts to perform data validation on large flat files, ensuring completeness.
Scripting and automation to manage and manipulate large data sets for analysis and testing.
Utilize test tracking and reporting tools such as JIRA and Confluence pages.
Comfortable with data validation, data transformation, and data quality testing.
Develop and execute test plans, identify and document defects, and collaborate with developers to resolve issues.All profiles will be reviewed against the required skills and experience. Due to the high number of applications we will only be able to respond to successful applicants in the first instance. We thank you for your interest and the time taken to apply
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