Duties: Participate in the FRTB program, be up-to-date with new regulations around minimum capital requirements for market risk; Have a comprehensive knowledge about FRTB requirements, contribute to the implementation of processes related to FRTB IMA; Work closely together with senior management; Organize the work across several global teams, give updates about recent changes regarding FRTB requirements; Be part of an innovative team from different locations such as New York, London, Mumbai; Participate in research, development and implementation of market risk models; Perform econometric analyses to support methodology development
Requirements: A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering; Excellent Microsoft Office skills; Reliable, precise and detail-oriented working attitude; Strong interpersonal and communication skills, collaboration and problem-solving skills; Quantitative thinking, good business sense and judgment

Duties: Review, test, challenge and build independent benchmarks for statistical models used in stress testing and risk management; Interact with a diverse group of global stakeholders from various areas of the Firm; Produce written model review reports; Conduct real-time analyses of model performance in response to market events; Participate in the model control and model risk management processes of the Firm
Requirements: At least a Bachelor’s degree in Economics, Mathematical Finance, Mathematics, Physics, Engineering, Statistics or a related quantitative field (Master’s or Ph.D. is an advantage); Genuine and broad interest in financial markets, data and modelling; internal drive to spot, challenge and fix potential gaps and inconsistencies in statistical models using quantitative methods; Logical thinking, good business sense and judgment; Strong interpersonal and communication skills; Experience or strong interest in programming in a high-level language such as R or Python

Duties: Learn about Risk Weight Assets calculations and capital requirements; Be involved in Stress RWA analysis/review; Develop and maintain reports and analysis tools focusing on capital charge; Take part in projects focusing on the implementation of new requirements from the regulator or senior management; Create ad hoc analysis and regulatory data requests; every day is different; Understand the portfolios and businesses of the Firm from a risk standpoint; Partner with key business areas and stakeholders to assure compliance with external regulations; to meet the ever-changing regulatory environment
Requirements: Bachelor’s or higher degree in a quantitative field such as Finance, Economics and Mathematics; General financial product and market knowledge; 5+ years of relevant work experience in the financial industry, preferably in risk management, treasury capital management or regulatory reporting