FRTB / Market Risk BA

Experis Technology Group; Charlotte (NC); Hybrid; USD 76,000 - 90,000; Full time

Benefits offered by this job

Medical and Prescription Drug Plans

Dental Plan

Vision Plan

Health Savings Account

401(k), Plus Match

Weekly Pay

Job summary

Experis Technology Group in Charlotte, NC seeks a FRTB / Market Risk BA to translate regulatory mandates into actionable technical specifications and data architecture. You will collaborate with Market Risk, Quantitative Analysts, Front Office Trading desks, and Technology Architects to implement risk calculator logic.

The role emphasizes data validation, reporting accuracy, and hands-on analysis using SQL or Python within a hybrid onsite schedule.

Qualifications

• Hands-on experience as a BA in FRTB and Market Risk frameworks in capital markets or investment banking.
• Deep regulatory knowledge of US Basel III Endgame, SBM, DRC, RRAO, and trading book sensitivities.
• Proficiency in SQL or Python for data analysis, validation, and reconciliation.

Responsibilities

• Lead business analysis and technical specification drafting for SBM, DRC, and RRAO under US Basel III Endgame.
• Validate SA/IMA calculator outputs against benchmark models.
• Establish end-to-end data lineage with Market Risk, Front Office, and Engineering teams.
• Perform deep-dive data analysis and validate risk sensitivities using SQL and/or Python.
• Design and support UAT testing and regulatory reporting integration.

Skills

SQL

Python

Job description

FRTB / Market Risk BA

Location: Charlotte, NC (Hybrid – 2 to 3 days onsite weekly)

Pay Rate: $55.00 – $65.00 / hour W2

Duration: 6–12 Month Contract (High potential for long-term extensions)

Employment Terms: STRICTLY W2 DIRECT ONLY (Strictly No C2C, 1099, Third-Party Agencies, or Referrals)

Position Overview

We are seeking a highly analytical FRTB / Market Risk BA to join an enterprise Risk & Front Office Technology initiative in Charlotte, NC.

Operating within the US Basel III Endgame expanded risk-based framework, you will serve as the core technical link between Market Risk business stakeholders, Quantitative Analysts, Front Office Trading desks, and Technology Architects. Your focus will be translating complex regulatory mandates into actionable technical reporting specifications, data architecture solutions, and validated risk calculator logic.

Key Responsibilities

• FRTB Requirements & Technical Mapping: Lead business analysis and technical specification drafting for the Sensitivities-Based Method (SBM), Default Risk Charge (DRC), and Residual Risk Add-On (RRAO) under US Basel III Endgame guidelines.

• Calculation Validation & Reconciliation: Translate US FRTB mandates into functional system requirements; validate and reconcile Standardized Approach (SA) and Internal Model Approach (IMA) risk calculator outputs against benchmark quantitative models.

• Data Lineage & Governance: Partner with Market Risk, Front Office, and Engineering teams to establish robust end-to-end data lineage, ensure market data feed integrity, and guarantee reporting precision across risk engines.

• Hands-on Data Analysis: Utilize SQL and/or Python to execute deep-dive data analysis, validate risk sensitivities, audit source-to-target data mappings, and troubleshoot reporting discrepancies.

• UAT & Regulatory Testing: Design comprehensive UAT testing frameworks, validate calculator results, and support seamless downstream integration into regulatory reporting platforms.

Qualifications & Core Requirements

• Domain Expertise (Mandatory): Hands-on experience as a Business Analyst working directly with FRTB (Fundamental Review of the Trading Book) and Market Risk frameworks in a capital markets or investment banking setting.

• Regulatory Knowledge: In-depth understanding of US Basel III Endgame rules, SBM, DRC, RRAO, and trading book risk sensitivities/market data.

• Technical Skills: Strong, hands‑on proficiency in SQL or Python for data analysis, database querying, data lineage validation, and calculator reconciliation.

• Testing & Integration: Proven track record designing UAT frameworks, validating SA/IMA calculator outputs, and supporting regulatory reporting integration.

• Cross-Functional Communication: Excellent capability to act as a bridge between Market Risk business stakeholders, Quantitative teams, and Software Development teams.

• Employment Terms: Must be eligible for direct W2 employment (No C2C / No 1099 / No Agencies) and able to work onsite 2–3 days per week in Charlotte, NC.

Upon completion of waiting period, consultants are eligible for:

• Medical and Prescription Drug Plans
• Dental Plan
• Vision Plan
• Health Savings Account
• Health Flexible Spending Account
• Dependent Care Flexible Spending Account
• Supplemental Life Insurance
• Short Term and Long Term Disability Insurance
• Business Travel Insurance
• 401(k), Plus Match
• Weekly Pay