Rates In-Business Market Risk Analyst – Vice President – London

Overview

In this VP role, you will support Global Rates Front Office by applying Basel III Endgame/FRTB expertise to monitor and optimize market risk and capital. You will lead analytical workstreams, manage regulatory deliverables, and build tools to assess risk exposures and capital needs. You will collaborate with Markets and technology partners to drive capital-efficient risk management and front-office readiness. This is a chance to shape risk analytics in a large-banking environment and influence capital planning.

Responsibilities

• Analyze gaps and enhancements in FRTB SA/IMA implementation for Global Rates
• Manage stakeholder dependencies across Markets workstreams
• Model and analyze drivers of market risk capital under B3E/FRTB; build analytics tools
• Devise capital optimization strategies under FRTB regimes
• Contribute to reg-facing Front Office deliverables for FRTB readiness
• Support delivery of market risk projects under Basel 2.5; align with Rates IBR book of work
• Streamline intraday risk calculation/reporting with Tech partners
• Communicate effectively with internal/external stakeholders
• Serve as SME for market risk queries and ad-hoc analytics
• Demonstrate strong multi-tasking and prioritization in a dynamic environment
• Produce clear procedural documentation for stakeholders
• Lead and influence initiatives to completion through collaboration

Key requirements

• Understanding of market risk and sensitivities under Basel 2.5 and Basel 3 Endgame/FRTB
• Knowledge of Rates cash and derivative products; experience with fixed income pricing and risk analytics
• Exposure to broker/dealer environment in Fixed Income/FX/Credit
• Proficiency in Excel modelling and data management
• Ability to handle large data sets with high attention to detail
• Self-starter with business analytics tool-building experience
• Familiarity with Python / SQL / Tableau
• Understanding of Front Office trading processes across a large bank
• Strong communication and interpersonal skills; ability to convey complex issues
• Project management capability and ability to drive tasks to completion
• Ability to multi-task and prioritize in a challenging environment
• Bachelor’s degree; Master’s/CFA or similar is a plus

• Strong verbal and written communication
• Interpersonal and influencing skills
• Organizational skills and self-management
• Python
• SQL
• Tableau

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