Associate Director, Enterprise Market Risk

Retirement World

London, United Kingdom
4d onsite
Frtb-sa capital numbers production
Aggregate market risk monitoring
Governance framework implementation
This role will be responsible for producing, analysing and reporting the Fundamental Review of the Trading Book Standardised Approach (FRTB-SA) capital numbers, ensuring that the aggregate market risk position is understood and monitored

Job Summary

  • This role will be responsible for producing, analysing and reporting the Fundamental Review of the Trading Book Standardised Approach (FRTB-SA) capital numbers, ensuring that the aggregate market risk position is understood and monitored.
  • Key responsibilities include leading the automation of risk reports, supporting Risk IT in system development, and building relationships with key stakeholders.
  • The company offers a comprehensive Total Rewards Program, opportunities for professional development, and a dynamic, collaborative team environment.

Matching Summary

This role will be responsible for producing, analysing and reporting the Fundamental Review of the Trading Book Standardised Approach (FRTB-SA) capital numbers, ensuring that the aggregate market risk position is understood and monitored.

Skills & Requirements

Must-have

  • FRTB-SA capital numbers production
  • aggregate market risk monitoring
  • governance framework implementation
  • risk appetite management
  • Excel, Python, SQL, PowerPoint proficiency
  • analytical and problem-solving skills

Nice-to-have

  • progressive thinking and collaboration
  • making a difference and lasting impact
  • world-class training program

Key Requirements

  • Degree in Finance, Mathematics, Computer Science, Statistics, Economics or equivalent
  • Strong industry experience in financial services
  • Experience developing executive-level reports
  • Previous experience in FRTB
  • CFA, FRM, CPA or finance/risk certification

Work Rights

Not specified

Tailored Resume

Cover Letter