VP, Market Risk Capital - FRTB
A leading global investment bank is seeking a VP within Market Risk Capital (FRTB) to support the buildout and delivery of regulatory market risk capabilities across its U.S. platform.
This role offers the opportunity to play a key role in FRTB implementation and execution, stress testing, and regulatory reporting, partnering closely with Technology, Front Office, Risk, and Finance teams.
You will be responsible for producing key documentation, supporting committee and Federal Reserve materials, and monitoring regulatory developments to ensure audit and exam readiness. The ideal candidate will have 4+ years of investment banking experience across Market Risk, CCAR, or FRTB, along with strong Python/SQL skills and excellent communication abilities.
Responsibilities:
- Support the implementation and enhancement of FRTB calculation and reporting, working closely with Technology
- Perform UAT testing, validation, and data analysis to ensure accurate market risk and capital outputs
- Contribute to enhancing governance frameworks, documentation, and regulatory controls
- Assist with regulatory engagement, reporting, and materials for senior management and the Federal Reserve
Qualifications:
- 4+ years' experience in Market Risk, FRTB, CCAR, or regulatory capital roles with an understanding of financial products (rates, credit, equity, FX, commodities) and their valuation methodologies
- Strong understanding of market risk frameworks, stress testing, and financial products
- Strong Technical skills in Python, SQL, and data analysis
- Strong communication skills with the ability to work across teams in a fast-paced environment
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