FRTB DATA SPECIALIST jobs in USA, United Kingdom

of benefits to its employees. Role Description The Market Risk Analytics Specialist reports to the Head of the Market Risk... of the capital-related market risk models, including VaR/SVaR and FRTB Scenario simulation choices (e.g. parametric...

Sumitomo Mitsui Banking Corporation

, FRB, and FRTB requirements. The Market Risk Management Specialist will participate in various aspects of risk oversight... to identify and rectify reporting and monitoring issues effectively. Strong programming skills in data modeling and exploration...

Sumitomo Mitsui Banking Corporation