FRTB Risk Analyst — Market Risk & Regulatory Capital

Matlen Silver; Jersey City (NJ); Vor Ort; USD 120.000 - 180.000; Vollzeit

Zusammenfassung

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.

Aufgaben

• 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

Kenntnisse

Market risk

FRTB

VaR

Expected Shortfall

Risk factors

Jobbeschreibung

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.