Senior Capital Markets Risk Analyst

Truist Bank•Atlanta, GA

About The Position

As a member of the Market & Liquidity Risk Management (MRLM) team within the Risk Management Organization (RMO), provide senior managers with independent quantitative and qualitative assessments of risk management practices and risk levels. Can provide active participation in various governance meetings for the Capital Markets Risk Management teams spanning Trading Market Risk, Counterparty Credit Risk, Profit and Loss (P&L) attribution and Independent Price Verification (IPV). This specialized job family framework includes promoting Truist’s compliance with Board-stated risk appetite and regulatory standards across the securities or derivatives portfolios within Corporate and Investment Banking (CIB), Corporate Treasury and Mortgage. Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

Requirements

Bachelor’s degree, or equivalent education and related training.
Three to seven years in positions that carry increasing levels of responsibility in major financial institutions, financial services consulting, and/or regulatory agencies.
Strong interpersonal and communication skills, applicable at all levels across the business. Ability to understand and communicate complex products and risk issues.
Knowledge and experience of financial risk management, banking, capital markets and financial instruments.
Understanding of quantitative models and concepts such as Value at Risk (VaR), Potential Future Exposure (PFE), Expected Exposure (EE), and risk-based P&L attribution.
Knowledge of derivatives valuation including CVA (Credit valuation Adjustment) and FVA (Funding Valuation Adjustment).
Self-starter, capable of operating with minimal direction.
Strong financial acumen, analytical and business enabler with ability to develop creative solutions to business challenges.
Ability to form and maintain key internal and external network and relationships.

Nice To Haves

Experience in capital markets, product control or market risk functions.
Advanced degree with specialization in Finance, Economics, Accounting, Math, Business Administration, or related fields.
Three to five years of experience in financial risk management of trading and non-trading risks.
Professional certifications (e.g. Financial Risk Manager or CFA).
Experience with interpreting regulations and developing oversight programs for capital markets related regulations (Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule, etc.).

Responsibilities

Support Trading Market Risk and Product Control processes (P&L generation and attribution) to ensure Risk and P&L analytics are accurately reported for the Trading desks.
Oversee daily market risk limit and exception reporting while ensuring the appropriate levels of awareness and communication within the organization.
Develop and maintain the framework used for calculating and reporting daily risk levels (Value-at-Risk ‘VaR’, Greeks, stress tests, Potential Future Exposure ‘PFE’, Credit Valuation Adjustment ‘CVA’, etc.) using complex quantitative risk models.
Provide analytical support to the various Truist trading teams.
Assist with the development and reporting of stress testing & scenario analysis.
Assist in ensuring compliance with regulatory rules (Market Risk Rule, FRTB, Volcker Rule, etc.).
Work seamlessly with other teams across the MLRM department on inter-dependent issues such as counterparty and liquidity risk, valuation/hedging analyses and IPV.
Liaise with business and control partners including operations, collateral management, quantitative research, model development, audit, and compliance.
Represent the MRLM control discipline across various working groups and strategic initiatives and/or projects.

Benefits

All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position.
Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates.
Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays.
Depending on the position and division, this job may also be eligible for Truist’s defined benefit pension plan, restricted stock units, and/or a deferred compensation plan.

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