Senior Capital Markets Risk Analyst

The position is described below. If you want to apply, click the Apply Now button at the top or bottom of this page. After you click Apply Now and complete your application, you'll be invited to create a profile, which will let you see your application status and any communications. If you already have a profile with us, you can log in to check status.

Need Help?

If you have a disability and need assistance with the application, you can request a reasonable accommodation. Send an email to Accessibility (accommodation requests only; other inquiries won't receive a response).

Regular

English (Required)

1st shift (United States of America)

As a member of the Market & Liquidity Risk Management (MRLM) team within the Risk Management Organization (RMO), provide senior managers with independent quantitative and qualitative assessments of risk management practices and risk levels. Can provide active participation in various governance meetings for the Capital Markets Risk Management teams spanning Trading Market Risk, Counter party Credit Risk, Profit and Loss (P&L) attribution and Independent Price Verification (IPV).

This specialized job family framework includes promoting Truist’s compliance with Board-stated risk appetite and regulatory standards across the securities or derivatives portfolios within Corporate and Investment Banking (CIB), Corporate Treasury and Mortgage.

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

• Support Trading Market Risk and Product Control processes (P&L generation and attribution) to ensure Risk and P&L analytics are accurately reported for the Trading desks.
• Oversee daily market risk limit and exception reporting while ensuring the appropriate levels of awareness and communication within the organization.
• Develop and maintain the framework used for calculating and reporting daily risk levels (Value-at-Risk ‘VaR’, Greeks, stress tests, Potential Future Exposure ‘PFE’, Credit Valuation Adjustment ‘CVA’, etc.) using complex quantitative risk models.
• Provide analytical support to the various Truist trading teams.
• Assist with the development and reporting of stress testing & scenario analysis.
• Assist in ensuring compliance with regulatory rules (Market Risk Rule, FRTB, Volcker Rule, etc.).
• Work seamlessly with other teams across the MLRM department on inter-dependent issues such as counter party and liquidity risk, valuation/hedging analyses and IPV.
• Liaise with business and control partners including operations, collateral management, quantitative research, model development, audit, and compliance.
• Represent the MRLM control discipline across various working groups and strategic initiatives and/or projects.

• Bachelor’s degree, or equivalent education and related training.
• Three to seven years in positions that carry increasing levels of responsibility in major financial institutions, financial services consulting, and/or regulatory agencies.
• Strong interpersonal and communication skills, applicable at all levels across the business. Ability to understand and communicate complex products and risk issues.
• Knowledge and experience of financial risk management, banking, capital markets and financial instruments.
• Understanding of quantitative models and concepts such as Value at Risk (VaR), Potential Future Exposure (PFE), Expected Exposure (EE), and risk-based P&L attribution.
• Knowledge of derivatives valuation including CVA (Credit valuation Adjustment) and FVA (Funding Valuation Adjustment).
• Self-starter, capable of operating with minimal direction.
• Strong financial acumen, analytical and business enabler with ability to develop creative solutions to business challenges.
• Ability to form and maintain key internal and external network and relationships.

• Experience in capital markets, product control or market risk functions.
• Advanced degree with specialization in Finance, Economics, Accounting, Math, Business Administration, or…