Sr Operations Manager

About the role

This role requires a Market Risk and Fundamental Review of the Trading Book (FRTB) subject-matter expert to support the implementation of the US FRTB regulatory framework. The individual will develop an end-to-end understanding of FRTB and market risk capital calculations, including the underlying methodologies, models, data, systems, and key capital drivers.

What you'll do

• Support the end-to-end implementation of the US FRTB regulatory framework
• Develop a detailed understanding of the firm’s FRTB capital calculations, including methodologies, models, data flows, systems, controls, and key capital drivers
• Interpret US FRTB regulatory requirements and translate them into clear business, model, data, technology, and governance requirements
• Partner with ECM Markets, Finance, business owners, model developers, Model Risk Management, Global Risk Analytics, Technology
• Support the implementation and testing of FRTB calculation methodologies, model enhancements, data transformations

What you need

• 8–10 years in operations
• Excel
• Market risk
• MS Office
• CFA
• PowerPoint
• Documentation
• CFA or B.Tech or B.E.

Good to have

• SQL
• Python