Trading Risk Specialist

About the Role

We are looking for an experienced Trading Risk Specialist to support market risk analysis, regulatory reporting, and risk governance activities within a global financial markets environment. This role offers the opportunity to work closely with international stakeholders across Trading Risk, Financial Markets, Risk Management, and Technology teams while supporting evolving market risk regulations, including FRTB implementation.

Key Responsibilities

• Perform daily market risk analysis and reporting activities

• Review and prepare commentary on key market risk metrics, including:

  • Historical Value at Risk (HVaR)
  • FRTB Standardized Approach (FRTB-SA)
  • FRTB Internal Models Approach (FRTB-IMA)
  • Stress Testing
  • Issuer Risk
  • Backtesting and exception analysis

• Analyse movements and key drivers impacting risk metrics and regulatory capital

• Support regulatory reporting and market risk governance activities

• Prepare management reporting and presentations for senior stakeholders

• Investigate reporting issues and coordinate resolution efforts with global teams

• Collaborate with Risk Management, Product Control, Front Office, and Technology teams

• Support reporting enhancements, process improvements, and automation initiatives

• Contribute to the implementation and continuous improvement of market risk frameworks

What We're Looking For

• Minimum 5 years of experience in Market Risk, Trading Risk, Risk Analytics, Risk Reporting, Financial Markets Risk, or related functions supporting trading activities and market risk management
• Experience working with market risk metrics, trading portfolios, regulatory reporting, and/or financial markets products
• HVaR
• Stress Testing
• Backtesting and exception analysis
• Issuer Risk
• Regulatory Capital Analysis
• Market Risk Frameworks
• Fixed Income
• FX
• Rates
• Derivatives
• Experience preparing risk reporting, analysis, commentary, or management information for senior stakeholders
• Knowledge of Basel market risk regulations and evolving regulatory frameworks is preferred