Senior Risk & Compliance – FRTB Specialist

About the role

We are looking for a Senior Risk & Compliance professional with deep expertise in the Fundamental Review of the Trading Book (FRTB) SA and SA‑CVA regulations for the US market. The role involves implementing and reviewing FRTB solutions, bridging business and technology, and ensuring robust testing and delivery across on‑shore and off‑shore teams.

Key responsibilities

• Gather and document business requirements, producing detailed specification documents.
• Act as the liaison between business stakeholders and technology teams throughout the project lifecycle.
• Define testing objectives, coordinate with testing teams, and oversee execution.
• Develop independent implementations using Python and Jupyter notebooks.
• Collaborate in on‑shore and off‑shore delivery modes, supporting trade lifecycle and regulatory reporting activities.

Required profile

• Proven experience with FRTB‑SA or SA‑CVA implementation or review, preferably in multiple jurisdictions.
• Strong understanding of financial products, trade lifecycle, and regulatory reporting.
• Hands‑on experience with Agile methodology and related tools.
• Domain knowledge in trade processing, collateral management, derivatives operations, or related areas.
• Critical thinking and ability to anticipate issues and lead stakeholder sessions.

Required skills

• Python programming (including Jupyter notebooks).
• Agile project delivery methods.
• Advanced use of MS Office for analysis and presentation.