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Tier-1 bank brand and metro location increase competition but specialized FRTB SME reduces applicant density.
Highly specialized FRTB market-risk and regulatory expertise limits cross-industry transferability.
Explicit 12-15 year requirement, mandated FRTB expertise, SQL/Python and regulatory skills enforce strict filters.
Lead the implementation of FRTB Internal Model Approach by defining and owning business and data requirements for critical risk calculations.
Translate complex regulatory requirements into precise specifications for quantitative and technology teams to develop robust, compliant risk models.
Drive data strategy including sourcing, quality controls, and validation; lead stakeholder collaboration and User Acceptance Testing to ensure system meets business objectives.
12-15 years of experience in market risk or related domain.
Bachelor's degree or equivalent experience; Master's degree preferred.
Strong proficiency in MS Office, especially Excel for data analysis; experience with SQL and Python for data analysis (implied but not explicitly mandatory).
Comprehensive knowledge of Software Development Life Cycle and market risk regulatory frameworks, specifically FRTB IMA.
Subject Matter Expert in Market Risk regulations with deep understanding of FRTB IMA and related risk methodologies.
Experienced in bridging regulatory, quantitative modeling, and technology execution in a leadership role.
Demonstrated ability to lead cross-functional teams spanning Risk Management, Quantitative Analytics, Technology, and Front Office for large regulatory initiatives.