Technical Author/writer

Scot Lewis Associates Ltd

Technical writer, Technical Author, Risk, FX, Equity, Derivatives, Pricing, Documentation

Working with a leading investment bank based in London to secure the services of a technical Writer/author with a background in risk.

The Opportunity:

As part of the Fundamental Review of the Trading Book regulation, the firm needs to work on a large-scale regulatory application document.

To help facilitate this challenging task, we are looking for an enthusiast candidate to produce high-quality documentation that meets applicable standards and is appropriate for its intended audience

The Technical author who can articulate the mathematical equations, methodology document and overall submission pack to regional and Group regulators. The technical author is expected to be more proficient in Market Risk.

What you’ll do:

• This is a role responsible for writing new and enhancing existing methodology document. It also requires active participation in regulatory submissions as a technical author. The development and maintenance of risk model documentation for more accurate representation.
• Support the Global head of regulatory and capital implementation.
• Provide guidance and input into the IMA application for submission to the regulator.
• Produce high-quality documentation that meets applicable standards and is appropriate for its intended audience
• Supervise and provide guidance in the phase of writing application documents such that they are deemed fit for purpose by the stakeholders. The requirements need to be comprehensive and cover all the aspects of the new capital calculation.
• Being able to clearly explain model details to other areas of the bank in non-technical language, and assisting in the on-going usage of these models in a day-to-day risk management setting, eg helping to explain significant model value changes
• Be able to leverage data science and technology to support the application.
• Liaise with stakeholders in Traded Risk such that FRTB deliveries is in line with the expectations from stakeholders.
• Liaise with stakeholders from FRTB Programme such that issues are timely escalated and a path to resolution is found.
• No adverse regulatory or internal audit feedback on the operational readiness stream. Control process is in line with internal and external regulation (PRA, SOx, KPMG, etc.)
• Successful application to the regulators of the new capital model

Experience & Skills

Must have:

• Typically, qualifications would include a graduate degree in relevant numerate subject
• FX and EQ derivatives product and associated pricing methods knowledge
• Understanding of capital calculation, eg VaR, tail risk
• Excellent command of the English language both in written & verbal formats
• Ability to creating technical documents and manuals, explain complex information in a clear and concise manner
• Ability to work under pressure and to tight timelines is essential
• Prior experience as a technical writer
• Previous experience in model validation (eg internal model reviews, internal audit, etc)