Interpret market risk capital requirement models for various risk classes and document the requirements on calculating RWA under each model. Manage FRTB standardized approach model on capital requirement to make sure surrounding end-to-end process is clearly understood and calculation logic can be implemented correctly on internal risk workbench UI. Analyze market risk exposure jump on various asset and risk classes from model perspective and leveraging market risk concepts to check RWA number. Test risk factors related changes and working with various market risk stakeholders to manage scoping of project and delivery. Conduct timely reporting of issues, risks to various management team and governance forum.Requirements:Master’s Degree in Applied Analytics, Finance or Computational Finance, plus two years of experience in the offered position or as a Business Analyst at a Bank.* *All required experience must have included performing quality assurance on OTC trade datasets using SQL; performing FRTB CVA reporting and XVA risk data analysis using Python; conducting market and risk data testing on OLAP; using PowerBI to create monthly KPI dashboard of middle office business operational metrics and analyses; preparing business requirement documents and specifications; and optimizing Jira project management dashboards.This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location. #LI-DNI

Minimum Salary: 128,211 Maximum Salary: 145,000 Salary Unit: Yearly