Solvency Metrics Analyst | Finance
Core
Audit market risk indicators under standardized and internal model approaches and the target FRTB framework; calculate and analyze solvency metrics including Credit Risk, Counterparty Risk, Market Risk, CVA, and Large Exposures.
Role type
Solvency Metrics Analyst
Builds
Regulatory solvency indicators and financial communications
Domain
Banking / Regulatory Capital
Required skills
Solvency II calculation, FRTB framework, Credit Risk, Counterparty Risk, Market Risk, CVA, Large Exposures, Banking Accounting, MS Office, Power BI
Preferred skills
Regulatory norms knowledge, Process automation, Data quality controls
Responsibilities
Calculate and analyze solvency metrics across perimeters; Perform first-level controls during production cycles; Conduct case-by-case analyses for stakeholders; Enhance in-house calculation tools; Draft and maintain operating procedures and control documentation.
