Senior Analyst, Market Risk Capital

Application Deadline:

04/30/2026

Address:

250 Yonge Street

Job Family Group:

Data Analytics & Reporting

Hybrid requirement: 3x per week in office (subject to change)

Description

As a member of the FRTB (Fundamental Review of the Trading Book) BAU team, the analyst is primarily responsible for performing operational in-depth analysis to support the FRTB trading desk quantitative risk requirements. Additionally, the analyst is expected to answer to the extended scope of projects, audit requirements, ad hoc requests and expansion of the team’s responsibilities and mandate in the risk infrastructure area.

Key Accountabilities

Operational Review of FRTB production run

Understand both FRTB regulatory and business requirements, analyze and communicate the trends, drivers and provide context therein with respect to changes in the market risk profile of each line of business

Perform the FRTB data validation checks se...