Market Risk Capital Analyst - Financial Risk
Core
Global oversight of Financial Risks, performing in-depth financial risk analyses, and managing Market Risk Capital frameworks and limit setting for banking books.
Role type
Market Risk Capital Analyst (Financial Risk)
Builds
Market Risk Economic Capital and Regulatory Capital models, risk limit allocations, and regulatory compliance frameworks.
Domain
Banking / Financial Risk / Market Risk Capital
Required skills
Financial risk analysis, Economic Capital modeling, IRRBB knowledge, regulatory interpretation, stakeholder management, complex topic presentation
Preferred skills
Strong analytical and quantitative skills, independent problem solving, adaptability in fast-paced environments, cross-cultural navigation
Technologies
Economic Capital models, IRRBB models, regulatory reporting frameworks
Responsibilities
Coordinate and perform in-depth financial risk analyses, support Capital Risk Appetite and limit setting, provide guidance to Senior Management on Market Risk capital, lead global financial risk projects, execute regulatory developments for Market Risk Capital
Seniority
Mid-level, hands-on IC
