Back
Tier-1 brand and metro location but specialized FRTB expertise reduces applicant density.
Requires specialized market-risk and FRTB domain knowledge, limiting cross-industry transferability.
Explicit senior years plus mandatory FRTB, market-risk, and technical data skills increases filter strictness.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Lead business and data analysis for firm-wide implementation of FRTB Internal Model Approach (IMA), ensuring regulatory-compliant risk calculation frameworks.
Define detailed business and functional requirements for risk calculations, data strategy, and reporting involving Expected Shortfall, Non-modelable Risk Factors, and Historical VaR.
Coordinate with stakeholders across Risk Management, Quantitative Analytics, and Technology to align on solutions and oversee User Acceptance Testing (UAT).
12-15 years of experience in financial services domain, specifically market risk.
Bachelor's degree required; Master's degree preferred.
Proficiency in data analysis tools such as SQL and Python (Pandas), plus MS Office (Excel, Word, Visio, PowerPoint).
Experience with Software Development Life Cycle and domain knowledge of market risk (FRTB IMA) regulatory frameworks.
Subject matter expert in Market Risk regulations with deep understanding of FRTB IMA, Internal Risk Management VaR, and Stress Testing methodologies.
Experienced in translating complex regulatory requirements into technical specifications and data strategies.
Proven ability to lead cross-functional collaboration among senior stakeholders including Risk, Front Office, Quant Analytics, and Technology teams to deliver robust risk calculation solutions.