Sr Business analyst

We are seeking a highly experienced Senior Business Analyst with deep expertise in Fundamental Review of the Trading Book FRTB Market Risk and Basel Regulatory Reporting to join our Market Risk Team The candidate will play a critical role in delivering strategic regulatory initiatives related to FRTB Standardized Approach SA Internal Models Approach IMA Basel market risk capital calculations and regulatory reporting across multiple jurisdictions Key Responsibilities FRTB Regulatory Change Management Lead business analysis activities for FRTB implementation enhancement and regulatory compliance programs Interpret and translate Basel Committee regulations and jurisdictional requirements into detailed business and functional requirements Drive implementation of various areas in FRTB like FRTB Approaches SA and IMA Expected Shortfall ES Default Risk Charge DRC SensitivityBased Method SBM and Residual Risk AddOn RRAO NonModellable Risk Factors NMRF and Profit Loss Attribution PLA Assess regulatory impacts arising from Basel revisions and local regulatory requirements Requirements Business Analysis Conduct workshops with senior stakeholders across Market Risk Finance Front Office Regulatory Reporting and Technology Define and document BRD and FSD User Stories and Acceptance Criteria Process Flows and Target Operating Models Data Mapping and Data Lineage documentation Perform gap analysis between current state and target state regulatory frameworks Basel Reporting Capital Calculation Support production and enhancement of Basel III Basel IV Market Risk capital reporting Define requirements for regulatory reporting platforms and capital engines Analyze capital impacts under FRTB methodologies and explain changes to senior stakeholders Partner with Regulatory Reporting and Finance teams to ensure accurate submissions to regulators Define sourcing requirements for market risk sensitivities positions pricing data risk factor mappings and capital calculations Ensure completeness and traceability of data across frontoffice trading systems risk engines data warehouses and regulatory reporting platforms Support data governance initiatives focused on Basel compliance Collaborate closely with Technology Risk Analytics Quantitative Research and Data Management teams Drive Agile and Waterfall project deliveries Support SIT UAT parallel runs and implementation activities Ensure successful deployment of regulatory changes within agreed timelines Stakeholder Management Engage with senior management CRO organization Market Risk leadership and regulatory reporting teams Act as a subject matter expert for FRTB and market risk capital calculations Present findings regulatory impacts and project updates to steering committees and governance forums Required Qualifications Bachelors or Masters degree in Finance Economics Mathematics Engineering Statistics Computer Science or related discipline 15 years of experience as a Business Analyst within investment banking capital markets or financial services Minimum 8 years of direct experience in: FRTB Regulatory Capital Reporting Required Domain Expertise Strong hands-on knowledge of: FRTB SA and IMA Approaches ValueatRisk VaR Stressed VaR and Expected Shortfall ES Incremental Risk Charge IRC and Default Risk Charge DRC Profit Loss Attribution PLA and Back testing Sensitivity Based Method SBM Trading Book and Banking Book regulations Technical Analytical Skills Strong SQL skills with ability to analyze large datasets Experience working with market risk platforms and regulatory reporting systems Understanding of data models data lineage and data governance frameworks Familiarity with following is preferred Python Tableau Power BI JIRA Confluence Experience working with cloud and enterprise data platforms is advantageous Preferred Experience Experience working at Tier1 global investment banks Direct involvement in FRTB implementation programs from design through regulatory reporting Experience supporting regulatory examinations internal audit reviews and model governance initiatives FRM CFA PRM MBA or equivalent professional qualifications preferred Benefits Our benefits include medical, dental, vision and retirement benefits. The pay range that the employer in good faith reasonably expects to pay for this position is $33.31/hour - $52.05/hour. Applications will be accepted on an ongoing basis. Tundra Technical Solutions is among North America’s leading providers of Staffing and Consulting Services. Our success and our clients’ success are built on a foundation of service excellence. We are an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, sexual orientation, age, veteran status, disability, genetic information, or other applicable legally protected characteristic. Qualified applicants with arrest or conviction records will be considered for employment in accordance with applicable law, including the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. Unincorporated LA County workers: we reasonably believe that criminal history may have a direct, adverse and negative relationship with the following job duties, potentially resulting in the withdrawal of a conditional offer of employment: client provided property, including hardware (both of which may include data) entrusted to you from theft, loss or damage; return all portable client computer hardware in your possession (including the data contained therein) upon completion of the assignment, and; maintain the confidentiality of client proprietary, confidential, or non-public information. In addition, job duties require access to secure and protected client information technology systems and related data security obligations. #J-18808-Ljbffr Capgemini