Opportunity Description
As 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, creating and maintaining 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 regulations
- Lead 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 needs
- Create and maintain toolset to fulfill analytic needs
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