Truist Capital Markets Risk Analyst 

United States, Georgia, Atlanta 

340202698

Regular or Temporary:

English (Required)

1st shift (United States of America)

ESSENTIAL DUTIES AND RESPONSIBILITIES

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.

1. Support the company's strategic direction for Trading Market Risk, Counterparty Credit Risk and Product Control (including Independent Price Verification (IPV) and Profit and Loss (P&L) attribution) and ensure long-term objectives are in line with industry best practices, regulatory mandates and the established risk appetite.

3. Perform the Product Control's P&L generation and attribution analysis and IPV for trading book activities which incorporate ongoing quantitative and qualitative risk assessments.

4. Maintain robust P&L and IPV reporting functions which provides transparency to management within Market & Liquidity risk as well as the Front Office traders.

5. Partner with ongoing compliance efforts for regulatory requirements/guidance.

6. Perform the activities which align with the compliance of regulatory rules (Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule Initial Margin, SCCL, etc.) and guidelines pertaining to market, liquidity and credit risks. May be asked to directly and indirectly liaise with internal and external staff in relation to regulatory matters.

7. Assist with measuring, monitoring and analyzing the organization's market risk exposure using P&L/Risk attribution, stress testing & scenario analysis. Perform the daily market risk limit and exception reporting while ensuring the appropriate levels of awareness and communication within the organization.

10. Represent the MRLM control discipline across various working groups and strategic or projects.

The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

1. Bachelor's degree, or equivalent education and related training.

2. 0 - 5 years in positions at financial institutions, financial services consulting, and/or regulatory agencies.

3. Strong interpersonal and communication skills, applicable at all levels across the business. Ability to understand and communicate products, strategies and risk issues in succinct and easily understandable terminology.

4. Understanding of financial risk management, banking, capital markets and financial instruments.

5. Understanding of quantitative models, applications, theories and concepts such as Value at Risk (VaR), Potential Future Exposure (PFE), Expected Exposure (EE), Independent Price Verification (IPV) and risk-based P&L attribution.

7. Must possess knowledge of risk management and control processes, especially of the applicable risk compliance regime including designing, developing and implementing risk programs and policies.

8. Possess the ability to support oversight programs for capital markets related regulations (Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule, etc.).

9. Self-starter, capable of operating with minimal direction; high degree of self-motivation with strong track record of execution and delivery.

11. Possess the ability to maintain a structured and flexible approach, balanced decision maker with sound judgement; must have ability to remain calm under pressure and ability to prioritize.

12. Strong ability to form and maintain key internal and external networks and relationships.

13. In terms of supervision and decision making, while functioning within a highly integrated team, the position is also required to function in an autonomous capacity.

Preferred Qualifications:

1. Degree with specialization in Finance, Economics, Accounting, Math, Business Administration or related fields.

2. Experience in capital markets and market/liquidity/credit risk.

3. Experience interacting with banking and industry regulators.

4. 2- 5 years of experience in financial risk management of trading and non-trading risks.

5. Professional certifications (e.g. Financial Risk Manager or CFA).