Business Analyst - FRTB - Strategy Optimization
Job Description

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Business Analysis - FRTB - Strategy Optimization

On behalf of our client in the Banking Sector, PROCOM is looking for a Business Analysis - FRTB - Strategy Optimization.

Business Analysis - FRTB - Strategy Optimization- Job Description

  • Assess FRTB impact to the current state desk structure and strategy
  • Evaluate supporting tools to identify the future state desk structure to minimize the aggregated capital charge and to nominate IMA desks for OSFI application
  • Responsible for establishing a business case framework to assess regulatory capital reduction potential against the costs to obtain & maintain IMA approval

Business Analysis - FRTB - Strategy Optimization- Mandatory Skills

  • Minimum of an Advanced Degree in a quantitative discipline such as: Mathematics, Statistics, Econometrics, Economics, Engineering, Quantitative Finance or other quantitative discipline Financial Risk Manager (FRM Designation)
  • Experience in risk management, within the Financial Services Industry
  • Experience in risk measurement, analytics, and reporting experience within quantification and validation of Basel parameters (i.e. PDs, LGDs and EAD, Economic and Regulatory Capital calculation)
  • Experience with credit/market risk type models (e.g. Standard Initial Margin Model, ES/SES/IMCC, CVA Framework, DRC/IRC, ALLL, PD/LGD, Roll Rate, VAR, SVAR)
  • In-depth knowledge of regulatory risk trends, principles, and practices (e.g. FRTB, Initial Margin, LIBOR Reform, Counterparty Credit Risk, Risk Weight Assets, Capital Reporting) including: back testing, stress testing, sensitivity testing, benchmarking, capital calculations, reporting
  • Strong analytical, problem solving, and troubleshooting skills with the ability to exercise mature judgment and structured decision-making
  • Demonstrated track record of delivery as part of a project team including the ability to meet deadlines, overcome challenges, manage stakeholder expectations, and produce project deliverables
  • Ability to navigate unstructured processes and to simultaneously manage multiple workstreams
  • Ability to work collaboratively and independently while managing multiple projects, assignments, and/or responsibilities
  • Highly motivated with the ability to thrive in a fast-paced, high energy, and demanding team-oriented environment
  • Experience producing business analyst-related artefacts
  • Proficient in statistical language, SQL, PowerPoint, Excel, Visio and Word
  • Results-oriented, self-directed, inquisitive, and entrepreneurial

Business Analysis - FRTB - Strategy Optimization- Assignment Start Date

ASAP - 6 months to start

Business Analysis - FRTB - Strategy Optimization- Assignment Location

Downtown Toronto

Job Requirements


Company Overview

For 35 years, Procom has been pushing the envelope in North American IT staffing solutions. Driven by a senior management team of seasoned recruitment professionals, we have offices in 14 locations in the US and Canada and service all major IT markets.

When we started out in 1978, tech jobs were just being integrated into the workplace. We have been a part of shaping the landscape of IT in Canada ever since, placing IT consultants in major businesses in all sectors, including banking, telecommunications, and retail.

Through all the peaks and valleys of the IT industry, we have consistently done one thing: helping IT professionals discover the next chapter in their career.

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