Director, Market Risk Capital

Application Deadline:07/16/2026Address:250 Yonge StreetJob Family Group:Data Analytics & ReportingAs the leader and subject matter expert (SME) of the FRTB (Fundamental Review of the Trading Book) BAU team, the role is primarily responsible for managing the operational, create and maintain the analytic toolset, change management, and compliance related activities of the production team. The incumbent is expected to answer to the extended scope of projects, audit requirements, ad hoc requests and expansion of the team’s responsibilities and mandate in the risk infrastructure area.Responsibilities:Understand regulatory requirements, determine system and process needs to ensure regulatory compliance with regard to the FRTB Standardized Approach regulationsLead new initiatives end-to-end: Requirements elicitation in partnership with stakeholders; Solution design in consultation with technology partners (in-house and vendor); manage and dictate testing and validation needsCreate and maintai...