Market Risk Capital FRTB US Lead - Vice Present
Core
Lead the US implementation of FRTB Standardized Approach (SA) and Internal Models Approach (IMA) for regulatory capital reporting and internal business management.
Role type
Senior IC market risk capital manager (regulatory implementation)
Builds
Regulatory capital reporting processes and FRTB production models
Domain
Financial services / Regulatory capital / Market Risk
Deliverable
production ML models | dashboards & analysis
Required skills
FRTB SA/IMA implementation, Basel 2.5, regulatory capital frameworks, RWA analysis, stakeholder coordination, regulatory engagement
Preferred skills
FRTB SA/IMA implementation experience, experience with regulators and auditors
Technologies
None stated
Responsibilities
Drive end-to-end FRTB SA and IMA implementation under US rules; Identify tooling, reporting, and data requirements for FRTB go-live; Lead working group discussions across Risk, Finance, and Technology; Support current Market Risk Capital production under Basel 2.5; Serve as key contributor in regulatory engagements with FRB, Fed, OCC, SEC, etc.; Act as liaison with regulators, auditors, and external consultants during examinations.
