VP, Market Risk FRTB: AI-Driven Analytics & Implementation

Aumni; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

TwinThread is seeking a Senior Associate/Vice President in New York to lead FRTB market risk capital implementation. This role involves partnering with quantitative research and technology to build scalable, regulator-ready solutions.

The ideal candidate will manage the FRTB capital framework and utilize AI to enhance analytics and decision-making processes. A strong background in market risk and advanced problem-solving skills are essential.

Qualifications

• 3+ years in Market Risk Capital, Market Risk Coverage, Valuation Control, or similar.
• Strong quantitative, analytical, and problem-solving skills for complex challenges.
• Track record delivering complex technical projects with high-quality outcomes.

Responsibilities

• Lead implementation of the FRTB capital framework under both IMA and SA.
• Design and develop market risk capital analytics modules for regulatory submissions.
• Run scenario analyses for proposed rules, ensuring robustness and transparency.

Skills

Quantitative analysis

Leadership

Market risk concepts

Problem-solving

Stakeholder management

Education

Advanced degree in Mathematics, Engineering, Economics, or Computer Science

Job description

TwinThread is seeking a Senior Associate/Vice President in New York to lead FRTB market risk capital implementation. This role involves partnering with quantitative research and technology to build scalable, regulator-ready solutions.

The ideal candidate will manage the FRTB capital framework and utilize AI to enhance analytics and decision-making processes. A strong background in market risk and advanced problem-solving skills are essential.