Astra-North Infoteck Inc. ~ Conquering today’s challenges, achieving tomorrow’s vision!
IT Business Analyst – Market Risk (FRTB, ActiveViam/Atoti RIsk)
Job Description
IT Business Analyst – Market Risk (FRTB, ActiveViam/Atoti Risk)
ActiveViam/Atoti: Real-time data analytics and risk calculation platform
Toronto, ON - Hybrid
Key Skills
FRTB = Fundamental Review of the Trading Book. Risk involved in trading and investments.
Key Responsibilities
- FRTB Run & Operational Support
- Support intra-month (one per month) and month‑end 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 file‑format issues, decomposition and proxy failures...