Market Risk Capital FRTB US Lead - Vice President
Core
Lead the US implementation of FRTB Standardized Approach (SA) and Internal Models Approach (IMA) for regulatory capital reporting and internal management.
Role type
Senior IC market risk capital lead (regulatory implementation)
Builds
Regulatory capital reporting processes and internal capital management frameworks
Domain
Financial services / Regulatory capital / Market Risk
Required skills
FRTB SA and IMA implementation, Basel 2.5 frameworks, regulatory capital calculations, RWA analysis, stakeholder coordination, regulatory engagement
Preferred skills
Experience with FRTB SA and/or IMA implementation, experience working with regulators and auditors
Technologies
None stated
Responsibilities
Drive end-to-end implementation of FRTB SA and IMA under U.S. rules, including productionizing models and designing scalable processes. Identify tooling, reporting, data, control, and analytical requirements for US FRTB go-live. Lead working group discussions across Risk, Finance, Technology, and Business to drive alignment. Provide support to current Market Risk Capital production under Basel 2.5 rules. Serve as a key contributor in regulatory engagements with FRB, Fed, OCC, SEC, NFA, FINRA, CFTC. Act as a liaison with regulators, auditors, and external consultants during examinations and audits.