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Job Description
Structured overview of role & requirementsAbout This Role
Lead end-to-end implementation of US FRTB regulatory framework for market risk capital calculations.
Develop detailed understanding and validate FRTB models, methodologies, data flows, and capital drivers.
Coordinate cross-functional teams (ECM Markets, Finance, Model Risk, Technology) to support model governance, testing, and regulatory compliance.
Minimum Requirements
8-10 years of relevant experience.
Post-graduate degree in Maths/Statistics/Quantitative fields or equivalent certifications (B.E./CFA/FRM/CQF).
Proficiency in SQL and Python is mandatory; strong Excel skills required.
Ability to work flexible hours overlapping with US time zones.
Ideal Candidate Profile
Strong quantitative modeling background with deep knowledge of Market Risk and US/Basel III capital regulations.
Experienced in complex business process analysis and cross-team collaboration in regulatory implementation.
Comfortable working in fast-paced, dynamic environments managing multiple priorities and detailed documentation.