IT Business Analyst – Market Risk (FRTB, ActiveViam/Atoti RIsk)

IT Business Analyst Market Risk (FRTB, ActiveViam/Atoti RIsk) Key Skills: FRTB = Fundamental Review of the Trading Book. Risk involved in trading and investments ActiveViam/Atoti: Real-time data analytics and risk calculation platform Toronto, ON - Hybrid Key Responsibilities FRTB Run & Operational Support Support intra-month (one per month) and monthend FRTB runs, including SBM (sensitivity-based method), DRC (default risk charge), RRAO (risk residual addon) AV (ActiveViam) manual data refreshes when the automatic refresh fails Perform and coordinate reruns, reloads in AV when required. Ensure required business dates and portfolios are correctly available in PROD/UAT for signoff. Data Issue Investigation & Resolution Investigate BAU data issues such as: Bucketing and mapping errors Currency and fileformat issues Decomposition and proxy failures Discrepancies between BAU risk sensitivities vs FRTB sensitivities Identify root cause (upstream vs downstream), coordinate fixes, and implem...