Market Risk Capital Expert – Financial Risk
Core
Expert in quantitative Market Risk Capital frameworks, economic capital models, and regulatory capital methodologies within a banking environment.
Role type
Senior quantitative financial risk specialist (Market Risk Capital)
Builds
Market Risk Economic Capital and Regulatory Capital models and frameworks
Domain
Banking / Financial Risk / Quantitative Finance
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative risk analysis, economic capital modeling, IRRBB modeling, regulatory capital frameworks, statistical modeling, Python, SQL
Preferred skills
independent quantitative analysis, model sensitivity assessment, translating complex quantitative results for stakeholders
Technologies
Python, SQL
Responsibilities
Perform quantitative analyses of Market Risk and Capital, develop and enhance Market Risk Capital models, assess model assumptions and sensitivities, support capital risk appetite and limit-setting processes, monitor regulatory developments, provide expert guidance to senior management
Seniority
Senior, hands-on IC
