FRTB Analyst

FRTB Analyst 18 Month W2 Contract Jersey City, NJ or NYC $65-$68/hour 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 Common skills for an FRTB Analyst Financial/Domain: FRTB Market Risk Trading Book Expected Shortfall VaR Risk-weighted assets / capital Standardized Approach (SA) Internal Models Approach (IMA) P L Attribution Test (PLAT) Risk Factor Eligibility Test (RFET) Basel regulations Sensitivities / risk factors Technical: SQL Python Excel Data analysis Jira / Agile Regulatory reporting Data lineage and reconciliation