Senior Risk & Compliance - FRTB
Core
Implement FRTB SA and SA-CVA rules for US clients, acting as a bridge between business and technology teams to deliver regulatory compliance solutions.
Role type
Senior Risk & Compliance Engineer (FRTB)
Builds
FRTB SA/SA-CVA implementations and regulatory reporting solutions
Domain
Financial Services / Regulatory Compliance / Derivatives
Required skills
FRTB SA and SA-CVA rules knowledge, Python coding, business requirement gathering, Agile methodology, financial product understanding, trade lifecycle knowledge
Preferred skills
Experience implementing FRTB in other jurisdictions, critical thinking, stakeholder elicitation
Technologies
Python, Python Notebook, Agile tools
Responsibilities
Lead business requirement gathering sessions, define testing objectives, liaise with testing teams, work in on-shore and off-shore modes
Seniority
Senior, hands-on IC