Market Risk Specialist - Market Risk Capital and Risk Weighted Assets (RWA)

Job description

About this role: The Market and Counterparty Risk Management – Data, Information, Stress & Capital (MCRM-DISC) organization is seeking an experienced ​ Market Risk Specialist to join the Traded Products Market Risk Capital (TPMC) team within Market Risk. This role is responsible for the calculation and production of regulatory market risk capital and Risk‑Weighted Assets (RWA) for capital markets traded products. This includes RWA analysis, reporting, governance, and supporting infrastructure , partnering closely with Front Office, Risk Analytics, Model Risk, Finance, and Technology . In this role, you will: Perform Market Risk RWA analysis and reporting for trading assets and liabilities across Fixed Income, FX, Equities, Commodities, Traded Credit, and Securitized products Prepare and support regulatory submissions and internal management reporting , ensuring accuracy & completeness Analyze and explain drivers of RWA movements , sensitivities, and impacts from market activity, data changes, or methodology updates Partner with Front Office, Market Risk Analytics Finance, and Technology to resolve data, methodology, and reporting issues Support regulatory exams, internal audits, an...