Director - FRTB Market Risk RWA Calculation and Analysis - Capital Calculation & Reporting - New York
4 weeks ago

Job summary
This position requires managing a large team spread across NY, Warsaw , and Mumbai.The ideal candidate should have deep expertise in FRTB implementation for a large global bank.
Key requirements include strong familiarity with FRTB rules in more than one jurisdiction,
a subject matter expert in trading book products,strategies,and risk management
across multiple asset classes,
A strong background in working with technology on implementation of large complex programs involving front office risk management systems
and market/reference data.
Benefits
- Bachelor's Degree in Science Engineering Economics or Financial Engineering; Master's Degree or MBA strongly preferred.
- Basel III Capital Communication Data Analysis Management Information Systems MIS Problem Solving Process Execution Regulatory Reporting Risk Management Stakeholder Management.
Job description
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