Associate Director, Market Risk Capital (FRTB Reporting & Regulatory Disclosures)
About The Position
The Associate Director, Market Risk Capital (FRTB Reporting & Regulatory Disclosures) will lead the build-out and production of Market Risk regulatory reporting for the US IHC under the Basel 3 Endgame (B3EG) framework, including the FFIEC 102 and weekly FRTB capital reporting. The role is responsible for establishing automated reporting workflows, designing and executing reconciliation processes between Risk and Finance (FR Y-9C and IPV), and aggregating CCAR Market RWA 9-quarter projection outputs for FRY-14A submissions. The individual will partner closely with IT on reporting system implementation, UAT testing, and data model enhancements, while ensuring reporting accuracy and timeliness in a weekly production cadence. Candidates should have 5+ years of experience in market risk reporting, regulatory capital, or a quantitative risk function, with strong technical skills in Python and SQL, and demonstrated experience producing regulatory submissions.
Requirements
- Bachelor's Degree in Finance, Engineering, Mathematics, or a quantitative field
- 5+ years of experience at a bank or financial institution with direct exposure to market risk regulatory reporting, FRTB implementation, or capital adequacy reporting
- Strong knowledge of market risk capital frameworks (Basel III/IV, FRTB Standardized Approach, SBA, DRC, RRAO) and US regulatory reporting requirements (FFIEC 102, FR Y-9C, FRY-14A)
- Experience building or maintaining reconciliation processes between risk and finance systems
- Strong data analysis and automation skills including proficiency in Python, SQL, and Excel for working with large datasets
- Experience with Business Intelligence and reporting tools (Tableau, OBI, or equivalent) and familiarity with market risk platforms
- Excellent written and oral communication skills with demonstrated ability to prepare materials for senior management and regulators
- Ability to manage recurring production processes under tight weekly deadlines while maintaining accuracy and completeness
- Autonomous, highly motivated, and able to work independently and collaboratively in a fast-paced environment
Responsibilities
- Lead the design, implementation, and ongoing production of Market Risk regulatory reports under B3EG, including the FFIEC 102 and weekly FRTB capital reports; establish automated reporting views and dashboards to support granular schedule-level reporting
- Build and maintain the Risk-to-Finance reconciliation framework (FR Y-9C), including root-cause analysis of breaks and development of automated reconciliation tools
- Aggregate and report CCAR Market RWA 9-quarter projection results for FRY-14A submissions; coordinate with modelling teams to ensure projection outputs flow accurately into reporting infrastructure
- Partner with IT on system implementation, UAT testing, and data pipeline enhancements to support reporting automation and data quality
- Develop and maintain reporting documentation including data lineage, process flows, line-item mapping, and methodology descriptions required for regulatory compliance and audit readiness
- Monitor regulatory developments, participate in FRB data collection exercises (e.g., HPE/QIS), and support internal audit, RCSA, and regulatory examination processes
Benefits
- 401(k) program with company-matching contributions
- health, dental, vision, life, disability insurance
- paid-time off
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
