FRTB Analyst

Matlen Silver; Jersey City (NJ); On-site; USD 120,000 - 180,000; Full time

Job summary

Matlen Silver in Jersey City seeks a FRTB Analyst to focus on fundamental review of trading book regulations and risk analytics. The role involves supporting regulatory capital calculations and working with risk and trading teams to ensure accurate ES/VaR measurements.

You will analyze market risk across asset classes, validate large data sets, and translate regulatory requirements into actionable technical specifications.

Responsibilities

• Analyzes market risk and trading-book positions
• Supports FRTB regulatory capital calculations
• Works with Expected Shortfall (ES) and VaR
• Analyzes risk factors such as interest rates, credit spreads, FX, equities, and commodities
• Supports the Standardized Approach (SA) and/or Internal Models Approach (IMA)
• Performs P&L Attribution and Risk Factor Eligibility analysis
• Works with large datasets to validate trades, positions, risk factors, and P&L
• Supports regulatory reporting and remediation
• Works with Risk, Quant, Technology, Finance, and Trading teams
• Helps translate regulatory requirements into business/technical requirements

Skills

Market risk

FRTB

VaR

Expected Shortfall

Risk factors

Job description

A FRTB Analyst is a Financial/Market Risk Analyst who specializes in Fundamental Review of the Trading Book (FRTB) regulatory requirements.

What an FRTB Analyst typically does

• Analyzes market risk and trading-book positions
• Supports FRTB regulatory capital calculations
• Works with Expected Shortfall (ES) and VaR
• Analyzes risk factors such as interest rates, credit spreads, FX, equities, and commodities
• Supports the Standardized Approach (SA) and/or Internal Models Approach (IMA)
• Performs P&L Attribution and Risk Factor Eligibility analysis
• Works with large datasets to validate trades, positions, risk factors, and P&L
• Supports regulatory reporting and remediation
• Works with Risk, Quant, Technology, Finance, and Trading teams
• Helps translate regulatory requirements into business/technical requirements