Traded Risk Senior Analyst [Python, Market Risk]

This Market Risk position sits within the Rates/FX Market Risk (MR) Asset Class team, which forms part of the wider Traded Risk department. The MR team is responsible for measuring, monitoring, and reporting market risk in line with current regulatory requirements, and for supporting internal and external audits, as well as regulatory reviews and onsite visits. Tasks: Lead support for current and upcoming initiatives to align existing Market Risk processes with the evolving regulatory landscape, with a primary focus on FRTB Standardised Approach (SA) and FRTB Internal Models Approach (IMA), while contributing to the ongoing transformation of Front Office and Market Risk systems and end-to-end process fl ows.

Collaborate closely across teams, including risk managers and risk analysts within Traded Risk, as well as colleagues in Risk Transformation, Risk IT, Front Offi ce IT, and programme managers delivering bank-wide change initiatives. Support the delivery of an AI-assisted automated workfl ow, covering controls, risk explain, and the monitoring and investigation of excesses. Develop and enhance Python-based tools, including improving existing solutions and migrating them to strategic platforms and libraries.

Support maintenance of robust and comprehensive control framework

Experience in Market Risk (either production or project roles) Knowledge of Market Risk concepts and measures Python automation Quick learners and independence – should be able to understand