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Senior Risk Analyst

Salary undisclosed

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  • Lead and implement Market Risk and Counterparty Credit Risk frameworks in alignment with Basel III/IV, FRTB, and other regulatory requirements.
  • Develop and validate risk models, including VaR, Expected Shortfall, IMM, SA-CCR, and XVA methodologies.
  • Work with stakeholders to assess the impact of risk methodologies on capital calculations (RWA, Stress Testing).
  • Support the front office and middle office with risk pricing, valuation adjustments, and Monte Carlo simulation modeling.
  • Conduct UAT, gap analysis, and documentation for risk model implementations.
  • Utilize programming skills (Python, R, SQL) to enhance risk analytics and automate processes.
  • Collaborate with IT, Risk, and Quant teams to integrate risk models into trading and risk management platforms.
  • Provide thought leadership on financial risk regulations and emerging industry trends.
  • Lead and implement Market Risk and Counterparty Credit Risk frameworks in alignment with Basel III/IV, FRTB, and other regulatory requirements.
  • Develop and validate risk models, including VaR, Expected Shortfall, IMM, SA-CCR, and XVA methodologies.
  • Work with stakeholders to assess the impact of risk methodologies on capital calculations (RWA, Stress Testing).
  • Support the front office and middle office with risk pricing, valuation adjustments, and Monte Carlo simulation modeling.
  • Conduct UAT, gap analysis, and documentation for risk model implementations.
  • Utilize programming skills (Python, R, SQL) to enhance risk analytics and automate processes.
  • Collaborate with IT, Risk, and Quant teams to integrate risk models into trading and risk management platforms.
  • Provide thought leadership on financial risk regulations and emerging industry trends.