Senior Capital Markets Risk Analyst
Company:
Truist Financial
Location:
Atlanta, GA
Employment Type:
Full Time
Regular or Temporary:
Regular
Language Fluency:
English (Required)
Work Shift:
1st shift
Overview 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. Provide active participation in governance meetings for the Capital Markets Risk Management teams spanning Trading Market Risk, Counterparty Credit Risk, P&L attribution, and Independent Price Verification (IPV). This role promotes Truist’s compliance with board‑stated risk appetite and regulatory standards across securities or derivatives portfolios within Corporate and Investment Banking, Corporate Treasury, and Mortgage.
Responsibilities
Support Trading Market Risk and Product Control processes (P&L generation and attribution) to ensure risk and P&L analytics are accurately reported.
Oversee daily market risk limit and exception reporting.
Develop and maintain framework for calculating and reporting daily risk levels (VaR, Greeks, stress tests, PFE, CVA, etc.) using complex quantitative risk models.
Provide analytical support to Truist trading teams.
Assist with development and reporting of stress testing & scenario analysis.
Ensure compliance with regulatory rules (Market Risk Rule, FRTB, Volcker Rule, etc.).
Collaborate across MLRM on inter‑dependent issues such as counterparty and liquidity risk, valuation/hedging analyses and IPV.
Liaise with operations, collateral management, quantitative research, model development, audit, and compliance partners.
Represent the MRLM control discipline across working groups and strategic initiatives.
Required Qualifications
Bachelor’s degree or equivalent education and training.
3–7 years of experience in financial institutions, financial services consulting, or regulatory agencies with increasing responsibility.
Strong interpersonal and communication skills at all business levels.
Knowledge of financial risk management, banking, capital markets, and financial instruments.
Understanding of quantitative models and concepts such as VaR, PFE, EE, and risk‑based P&L attribution.
Knowledge of derivatives valuation including CVA and FVA.
Self‑starter capable of operating with minimal direction.
Strong financial acumen and analytical ability to develop creative solutions.
Ability to form and maintain key internal and external networks and relationships.
Preferred Qualifications
Experience in capital markets, product control, or market risk functions.
Advanced degree specializing in Finance, Economics, Accounting, Mathematics, Business Administration, or related fields.
3–5 years of experience in financial risk management of trading and non‑trading risks.
Professional certifications (e.g., FRM or CFA).
Experience interpreting regulations and developing oversight programs for capital markets regulations (Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule, etc.).
Benefits Eligible regular teammates working 20+ hours per week receive medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax‑preferred savings accounts, and a 401(k) plan. Benefits include at least 10 days of vacation and 10 days of sick leave (prorated by hire date). Additional benefits may include a defined benefit pension plan, restricted stock units, and deferred compensation plan, depending on role and division.
EEO Statement Truist is an Equal Opportunity Employer that does not discriminate on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status, or other classification protected by law. Truist is a Drug Free Workplace.
EEO is the Law
E-Verify
IER Right to Work
Contact Information Company Name:
Truist Financial
Phone Number:
Contact Email:
Website:
https://careers.truist.com/us/en/jo...
#J-18808-Ljbffr
Company:
Truist Financial
Location:
Atlanta, GA
Employment Type:
Full Time
Regular or Temporary:
Regular
Language Fluency:
English (Required)
Work Shift:
1st shift
Overview 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. Provide active participation in governance meetings for the Capital Markets Risk Management teams spanning Trading Market Risk, Counterparty Credit Risk, P&L attribution, and Independent Price Verification (IPV). This role promotes Truist’s compliance with board‑stated risk appetite and regulatory standards across securities or derivatives portfolios within Corporate and Investment Banking, Corporate Treasury, and Mortgage.
Responsibilities
Support Trading Market Risk and Product Control processes (P&L generation and attribution) to ensure risk and P&L analytics are accurately reported.
Oversee daily market risk limit and exception reporting.
Develop and maintain framework for calculating and reporting daily risk levels (VaR, Greeks, stress tests, PFE, CVA, etc.) using complex quantitative risk models.
Provide analytical support to Truist trading teams.
Assist with development and reporting of stress testing & scenario analysis.
Ensure compliance with regulatory rules (Market Risk Rule, FRTB, Volcker Rule, etc.).
Collaborate across MLRM on inter‑dependent issues such as counterparty and liquidity risk, valuation/hedging analyses and IPV.
Liaise with operations, collateral management, quantitative research, model development, audit, and compliance partners.
Represent the MRLM control discipline across working groups and strategic initiatives.
Required Qualifications
Bachelor’s degree or equivalent education and training.
3–7 years of experience in financial institutions, financial services consulting, or regulatory agencies with increasing responsibility.
Strong interpersonal and communication skills at all business levels.
Knowledge of financial risk management, banking, capital markets, and financial instruments.
Understanding of quantitative models and concepts such as VaR, PFE, EE, and risk‑based P&L attribution.
Knowledge of derivatives valuation including CVA and FVA.
Self‑starter capable of operating with minimal direction.
Strong financial acumen and analytical ability to develop creative solutions.
Ability to form and maintain key internal and external networks and relationships.
Preferred Qualifications
Experience in capital markets, product control, or market risk functions.
Advanced degree specializing in Finance, Economics, Accounting, Mathematics, Business Administration, or related fields.
3–5 years of experience in financial risk management of trading and non‑trading risks.
Professional certifications (e.g., FRM or CFA).
Experience interpreting regulations and developing oversight programs for capital markets regulations (Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule, etc.).
Benefits Eligible regular teammates working 20+ hours per week receive medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax‑preferred savings accounts, and a 401(k) plan. Benefits include at least 10 days of vacation and 10 days of sick leave (prorated by hire date). Additional benefits may include a defined benefit pension plan, restricted stock units, and deferred compensation plan, depending on role and division.
EEO Statement Truist is an Equal Opportunity Employer that does not discriminate on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status, or other classification protected by law. Truist is a Drug Free Workplace.
EEO is the Law
E-Verify
IER Right to Work
Contact Information Company Name:
Truist Financial
Phone Number:
Contact Email:
Website:
https://careers.truist.com/us/en/jo...
#J-18808-Ljbffr