FRTB Technical Business Analyst, Market Risk
Core
Applies mathematical and statistical methods to financial and risk management problems, developing quantitative models for pricing, stress testing, and capital modelling to support financial decision-making.
Role type
Senior IC quantitative risk analyst (FRTB)
Builds
Pricing and quantitative risk models for fixed income, corporate credit, and loan portfolios
Domain
Financial services / Market Risk / Regulatory Capital
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative financial modeling, Computational thinking and programming, Regulatory capital and stress testing, Model risk management, Data wrangling, Data preprocessing, Data visualization, Machine learning, Systems Thinking
Preferred skills
Critical thinking, Data driven decision making, Learning Agility
Technologies
N/A
Responsibilities
Develops pricing and quantitative risk models for an assigned portfolio; Monitors risk in strategies and portfolios alongside project managers; Conducts research and develops tools that use data to make better financial decisions; Applies knowledge of risk assessment and controls along with extensive understanding of industry compliance standards and regulations; Documents data flow, systems and processes to improve the design, implementation and management of business/group processes.
Seniority
Senior, hands-on IC
