A FRTB Analyst is a Financial/Market Risk Analyst who specializes in Fundamental Review of the Trading Book (FRTB) regulatory requirements.
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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 xhqgsiq
- Supports regulatory reporting and remediation
- Works with Risk, Quant, Technology, Finance, and Trading teams
- Helps translate regulatory requirements into business/technical requirements
FRTB Analyst in jersey city at Unknown Company
This position is listed as contract and onsite.