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Job Description
Structured overview of role & requirementsAbout This Role
Lead business and data analysis for firm-wide implementation of FRTB IMA regulatory requirements, focusing on risk calculations like Expected Shortfall, NMRF, and Historical VaR.
Define and own business requirements, data strategy, and validation for risk calculation systems ensuring regulatory compliance and data integrity.
Collaborate with stakeholders across Risk Management, Quantitative Analytics, and Technology; oversee UAT and maintain comprehensive documentation.
Minimum Requirements
12-15 years of experience in financial products and market risk domain.
Bachelor's degree or equivalent experience; Master's degree preferred; CFA and FRM are plus.
Proficiency in MS Office with advanced Excel skills; experience with SQL, Python (Pandas) for data analysis is implied but not explicitly stated as mandatory.
Experience across all phases of the Software Development Life Cycle.
Ideal Candidate Profile
Subject Matter Expert in Market Risk regulations, especially FRTB IMA and related risk methodologies.
Experienced in translating complex regulatory text into clear business and technical requirements for advanced risk calculation systems.
Skilled in data analysis, strategy definition, and stakeholder collaboration within a large, matrixed financial institution environment.