FRTB Business Analyst - Data Analysis, SQL, Tableau, Risk, Control

Denken Solutions - New York, NY

Full-time - Senior

New York, NY

Professional, Scientific, and Technical Services

About the position

The FRTB Business Analyst role focuses on data analysis and risk control within the Fundamental Review of the Trading Book (FRTB) framework. The position requires an experienced business analyst to support the development of market risk-related controls, perform in-depth data analysis, and manage control exceptions. The ideal candidate will leverage their expertise in SQL and Tableau to build reports and engage with various stakeholders to ensure effective risk management and compliance.

Responsibilities

• Support the development of market risk-related controls for FRTB SA and FRTB IMA by leading the control build workstream.
• Engage and collaborate with the central project management team to track control build status and its deliverables and milestones.
• Maintain robust interactions with stakeholders across multiple groups: central project management, business, in-business risk, quants, tech, market risk management, and finance teams.
• Work with large data sets and extract control exceptions related data using SQL and build various exceptions ad hoc reports using Tableau.
• Review control reporting processes, identify potential areas for automation or other improvements.
• Operate control exceptions remediation cycle: identification, root cause analysis, remediation, reporting, and monitoring with stakeholders.
• Prepare accurate and insightful control and its metric related slides tailored for various forums and committees.
• Identify gaps, challenge others, and proactively resolve or escalate risks and issues in a timely manner.

Requirements

• 10+ years of relevant financial industry experience at a Tier 1 Bank or other reputable financial institutions or consulting with big 4.
• Experience with FRTB SA (Standard Approach) is needed; work experience with B2.5 is also acceptable.
• Strong data analysis skills with proficiency in SQL.
• Work experience using Tableau is required; Python is a plus.
• Proficiency in MS Office Suite (Excel, Word, PowerPoint).
• Self-starter and detail-oriented with the ability to manage multiple priorities and deadlines effectively.
• Strong communication skills and attention to detail.
• Experience with BA/PM tools like JIRA, Confluence, and SharePoint is advantageous.
• Bachelor's degree required; Master's degree preferred.

Nice-to-haves

• Experience with Python for automation.
• Familiarity with financial regulations and compliance standards.

Benefits

• Competitive salary and compensation package.
• Opportunities for professional development and training.
• Supportive work environment that values results and care for employees.