FRTB Risk Control BA

Contract: New York, New York, US

Salary: $80.00 Per Hour

Job Code: 356780

End Date: 2025-01-18

Days Left: 26 days, 21 hours left

Position Details
Client - Banking
Title - FRTB Risk Control BA
Location - New York, NY 10013 Hybrid
Duration - 12 months + Possible extension
Schedule -  Shift hours: Basic Business Hours
Start Date: ASAP
 
Pay Range: $75/hr - $80/hr
 
Job Description:
  • We are seeking an experienced BA consultant who has had FRTB work experience or other market risk exposure at previous work to join our esteemed Price Risk Data Control Team.
  • The ideal candidate will be largely responsible on following three tasks.
    First, building and execution of risk related control deliverables in FRTB (Fundamental Review of the Trading Book), supporting the lead executioner.
    Second, performing in-depth data analysis and building of adhoc control exceptions reports.
  • Third, responsible for operating the control including identifying exception, raising JIRA, managing issues with remediation owners such as technology and quants, reporting exceptions in governance forums.
  • This role also requires high level of data analysis skill using sql or equivalent, as well as Tableau for building adhoc reports.

    Primary Responsibilities:
    • Support the development of market risk-related controls for FRTB SA (Standard Approach) and FRTB IMA (Internal Models Approach) by leading the control build workstream, supervised by the control lead.
    • Engage and collaborate with the central project management team to track control build status and its deliverables and milestones.
    • Maintain robust interactions with stakeholders across multiple groups: central project management, business, in-business risk, quants, tech, market risk management, and finance teams.
    • Work with large data sets and extract control exceptions related data using sql and build various exceptions ad hoc reports using Tableau.
    • Review control reporting processes, identify potential area for automation (ie. Python) or other improvements.
    • Operate control exceptions remediation cycle: identification, root cause analysis, remediation, reporting, and monitoring with stakeholders (defined above)
    • Prepare accurate and insightful control and its metric related slides tailored for various forums and committees.
    • Identify gaps, challenge others, and proactively resolve or escalate risks and issues in a timely manner.

Qualifications:

• 10+ years of relevant financial industry experience at a Tier 1 Bank or other financial reputable institutions or consulting with big 4.
• Candidates with work related experience of FRTB SA (Standard Approach) is needed, but work experience with B2.5 is also acceptable.
• Strong data analysis skill required with proficiency in sql. Work experience using Tableau is also required. Python is a plus.
• Proficiency in MS Office Suite (Excel, Word, Powerpoint)
• Must be a self-starter and detail-oriented, and the ability to manage multiple priorities and deadlines effectively.
• Strong communication skills and attention to detail.
• Experience with BA/PM tools like JIRA, Confluence, and SharePoint is advantageous.
Bachelor's degree required, with Master's degree preferred.
Job Requirement
  • FRTB
  • Fundamental Review of Trading Book
  • Risk
  • Control
  • Risk Management
Reach Out to a Recruiter
  • Recruiter
  • Email
  • Phone
  • Rohit Roashan
  • rohit.roashan@collabera.com
Apply Now
Apply Now
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