FRTB Data Analyst
Price Risk & FRTB
Location: New York
We are currently looking for a FRTB Data Analyst to help support the implementation and execution of critical programs, including FRTB, Historical VaR for Market Risk, PriceRisk, and Counterparty Credit Risk. The role involves working with large datasets to analyze, identify, prioritzie, and remediate critical issues impacting these programs.
Who are we?
Treliant is a global consulting firm serving banks, mortgage originators and servicers, FinTechs, and other companies providing financial services. We are led by practitioners from the industry and the regulatory community who bring deep domain knowledge to help our clients drive business change and address the most pressing compliance, regulatory, and operational challenges.
We provide data-driven, technology-enabled advisory, implementation, and staffing solutions to the regulatory compliance, risk, financial crimes, and capital markets functions of our clients.
Founded in 2005, Treliant is headquartered in Washington, DC, with offices in New York, London, Belfast, Northern Ireland and Łódź, Poland. For more information visit .
About the role
The Fundamental Review of Trading Book (FRTB) program is a regulator mandated / non-discretionary program focusing on : i) Historical Simulation VAR for FRTB capital calculations, ii) Development of regulatory required 'Standardised Approach for each Trading Desk, iii) Implementation of Desk-level Internal Models in major hub jurisdictions.
Responsibilities of the PMO role may include, but are not limited to:
- Detailed analysis of FRTB standardized sensitivities and trade populations for risk based VaR, full reval VaR, ES calculations, etc., focusing on data quality issues, population control, and basic risk issues.
- Analysis of large datasets using a top down approach
- Summarizing issues for senior management consumption
- Escalating issues as necessary to relevant teams
Who are we looking for?
Qualifications & Experience
- Strong educational background - Degree (Masters would be an advantage)
- 4+ years experience in Capital Markets
- Experience analyzing data to conduct investigations and formulate conclusions and next steps
- Experience with SQL, JIRA and Python is preferred
- Sound level of comfort working with data and summarizing to senior management
- Excellent communication skills across all levels of seniority
- Strong interpersonal skills, with good relationship building and engagement skills
- Proficiency in Microsoft Office suite, particularly Excel, Word and PowerPoint
Communication - advanced interpersonal & communication skills. Able to liaise confidently with senior stakeholders, either over the phone or via email
Team Player - able to work well within dynamic and goal-focused teams
Process Driven - able to become quickly proficient in new processes and systems
Detail-focused - very strong attention to detail
Multi-tasking - highly organized and able to balance various responsibilities simultaneously
Professionally Skeptical - able to identify and flag anomalies for review
Decision-making - ability to make decisions in a fast-paced and pressurized environment.
Commitment - strong work ethic and delivery focused
Career Development - We put an emphasis on personal and professional growth by providing all the training you ll need to become a highly skilled Treliant consultant. Programs cover Finance, Regulatory, Technology, and Operational aspects of investment banking. On top of that, we also provide support in obtaining highly sought-after industry-recognized qualifications.
Clients - As a Treliant consultant, you will be working with some of the top clients in the financial services marketplace, such as top tier Investment Banks. Our roles place you at the cutting edge of the projects on which you ll be working, and give you the opportunity to learn from, work with and build relationships with the very best within those companies.
Rewards - Treliant offers our permanent staff an excellent compensation package. View our full list of benefits here.
Core Values - Whether you are a client or an employee, Treliant wants the best for you. All our relationships are based on our Core Values: Deliver Excellence, Constantly Innovate, Treasure Diversity, Be Nimble, Listen First, and Develop our People.
Diversity & Inclusion - Treliant is an Equal Opportunity Employer. Treliant, LLC is committed to equal employment opportunity and providing reasonable accommodation to applicants with physical and/or mental disabilities. We value and encourage diversity and solicit applications from all qualified applicants without regard to race, color, religion, creed, national origin or ancestry, ethnicity, sex, pregnancy, sexual orientation, gender (including gender nonconformity and status as a transgender individual), age, physical or mental disability, citizenship, past, current, or prospective service in the uniformed services, genetic information, or any other characteristic protected under applicable federal, state, or local law.
Right to Work
Treliant is not in the position to provide sponsorship for this current position and so applicants must be able to work in the United States without requiring sponsorship
Please note, Treliant receives a high volume of applications for all roles. While we will endeavor to respond to all applicants, this is not always possible. Should you not receive a response to your application within 2 weeks, it is likely that you will have been unsuccessful on this occasion. However, we would like to retain your details on our systems for 6 months and may contact you should another potentially suitable vacancy arises.