Market Risk FRTB – Implementation & Analytics – Vice President / Associate
On-site · New York City, New York, United States
Job Summary
Senior-level Market Risk FRTB implementation role leading end-to-end capital analytics across IMA and SA, partnering with Quantitative Research, Market Risk Technology, Regulatory Capital Management, Model Risk, Product Control, Capital Risk & Policy, and Business stakeholders. Design, develop, and own market risk capital analytics modules to support regulatory submissions and senior management decisions; run scenario analyses; own capital calculation and governance; translate regulatory and business requirements into deliverables; produce regulatory and internal reports; advance AI/LLM and data-product solutions to improve risk analytics, automation, and decision-making.
Required Qualifications
- Advanced degree in Mathematics, Engineering, Economics, Computer Science, or related field; 3 or more years in Market Risk Capital, Market Risk Coverage, Valuation Control, or similar functions.
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