Business Analyst (Market Risk)

VSG Business Solutions LLC; Charlotte (NC); On-site; USD 120,000 - 160,000; Full time

Job summary

VSG Business Solutions LLC seeks a seasoned Business Analyst to lead market risk analytics and regulatory reporting under US Basel III endgame frameworks. The role requires translating complex reporting requirements for SBM, DRC, and RRAO, with strong data governance and cross-team collaboration.

You will validate SA and IMA calculations, ensure data lineage accuracy, and design testing frameworks for UAT and regulatory submissions, using SQL or Python for data analysis and reporting in a

Qualifications

• At least 5 years in Market Risk at an Investment Bank.
• Lead business analysis and translate reporting requirements for SBM, DRC and RRAO under US Basel III endgame framework.
• Translate US FRTB requirements into technical reporting specs, validate SA and IMA calculations in tech stack.
• Partner with Risk, Front Office and Technology to ensure data lineage and reporting accuracy.
• Design comprehensive testing frameworks for UAT and regulatory reporting, reconciling calculator outputs with benchmark models.
• Hands-on use of SQL or Python for data analysis and reporting.

Responsibilities

• Lead business analysis and translate reporting requirements for SBM, DRC and RRAO under Basel III endgame framework.
• Translate US FRTB requirements into technical reporting specs and validate SA/IMA calculations.
• Ensure data lineage and reporting accuracy through collaboration with Risk, Front Office and Tech teams.
• Design and implement testing frameworks for UAT and regulatory reporting.
• Perform data analysis using SQL or Python to support reporting outputs.

Skills

Market risk

Regulatory reporting

Cross-functional collaboration

Data lineage

UAT testing

Stakeholder management

Tools

SQL

Python

Job description

Assessment link:

https://app.possobuild.ai/organization/quick_interview/422/2023

Business Analyst with 10 yrs exp

At least 5 years in Market Risk at Investment Bank

• Lead business analysis and translate reporting requirements for the Sensitivities based method(SBM) , Default risk charge(DRC) and Residual risk add-on(RRAO) under the US Basel III endgame expanded risk-based framework
• Translating US FRTB requirements into technical reporting specifications, validating Standardized Approach(SA) and Internal Model approach (IMA) calculations in technology framework
• Partnering with Risk , Front office, and technology team to ensure data lineage and reporting accuracy
• Good understanding of Risk sensitivities and Market data
• UAT & regulatory reporting integration by designing comprehensive testing frameworks , reconciling calculator output against benchmark models and support downstream integration into regulatory reporting framework
• Hands-on proficiency in SQL or Python for data analysis and reporting