FRTB Analyst
Matlen Silver · Jersey City, New Jersey, United States
FULL TIME
Job Description
A FRTB Analyst is a Financial/Market Risk Analyst who specializes in Fundamental Review of the Trading Book (FRTB) regulatory requirements.
Submit your CV and any additional required information after you have read this description by clicking on the application button.
What an FRTB Analyst typically doesAnalyzes market risk and trading-book positionsSupports FRTB regulatory capital calculationsWorks with Expected Shortfall (ES) and VaRAnalyzes risk factors such as interest rates, credit spreads, FX, equities, and commoditiesSupports the Standardized Approach (SA) and/or Internal Models Approach (IMA)Performs P&L Attribution and Risk Factor Eligibility analysisWorks with large datasets to validate trades, positions, risk factors, and P&L xzbcwsv Supports regulatory reporting and remediationWorks with Risk, Quant, Technology, Finance, and Trading teamsHelps translate regulatory requirements into business/technical requirements
Submit your CV and any additional required information after you have read this description by clicking on the application button.
What an FRTB Analyst typically doesAnalyzes market risk and trading-book positionsSupports FRTB regulatory capital calculationsWorks with Expected Shortfall (ES) and VaRAnalyzes risk factors such as interest rates, credit spreads, FX, equities, and commoditiesSupports the Standardized Approach (SA) and/or Internal Models Approach (IMA)Performs P&L Attribution and Risk Factor Eligibility analysisWorks with large datasets to validate trades, positions, risk factors, and P&L xzbcwsv Supports regulatory reporting and remediationWorks with Risk, Quant, Technology, Finance, and Trading teamsHelps translate regulatory requirements into business/technical requirements
Details
| Company | Matlen Silver |
| Location | Jersey City, New Jersey, United States |
| Type | FULL TIME |
| Niche | finance |