About this opportunity
Matlen Silver lists this Frtb Analyst opportunity in city of jersey city, New Jersey. Review the employer’s description below for duties, qualifications and application requirements.
Job description
FRTB Analyst
18 Month W2 Contract
Jersey City, NJ or NYC
$65-$68/hour
If your skills, experience, and qualifications match those in this job overview, do not delay your application.
A FRTB Analyst is a Financial/Market Risk Analyst who specializes in Fundamental Review of the Trading Book (FRTB) regulatory requirements.
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
Supports regulatory reporting and remediation
Works with Risk, Quant, Technology, Finance, and Trading teams
Helps translate regulatory requirements into business/technical requirements
Common skills for an FRTB Analyst
Financial/Domain:
FRTB
Market Risk
Trading Book
Expected Shortfall
VaR xzgxqkn
Risk-weighted assets / capital
Standardized Approach (SA)
Internal Models Approach (IMA)
P&L Attribution Test (PLAT)
Risk Factor Eligibility Test (RFET)
Basel regulations
Sensitivities / risk factors
Technical:
SQL
Python
Excel
Data analysis
Jira / Agile
Regulatory reporting
Data lineage and reconciliation
Worksite address
city of jersey city, NJ, 07305, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.