Capital and Risk Analytics Lead

About the role

In this role, you will be responsible for overseeing capital and risk analytics within banking and regulatory frameworks. Your work will involve designing frameworks for various analyses, including margin and liquidity, while performing scenario testing to assess market conditions.

You will work independently on complex analytical projects and collaborate with cross-functional teams. Success in this position means effectively producing documentation and governance artifacts that support regulatory discussions and maintaining high standards in risk management.

The salary for this role ranges from $120,000 to $200,000, reflecting the seniority and expertise required.

Skills that matter here

• Python: This role requires proficiency in Python for designing and maintaining quantitative frameworks.
• R: R is utilized for statistical analysis and modeling in capital and risk analytics.

Who this role suits

• A strong background in quantitative analysis, particularly in finance or banking.
• Experience working in regulated environments with a focus on risk management.
• Ability to lead projects independently while coordinating with various teams.
• Comfortable with complex analytical methodologies and regulatory requirements.

From the employer

• Own capital and risk analytics across banking and other regulatory requirements
• Design and maintain frameworks for margin, settlement exposure, netting, prefunding, and liquidity analysis
• Perform scenario analysis and stress testing tied to market volatility, volume growth, and adverse conditions
• Evaluate capital and risk tradeoffs to support product design, limits, and settlement architecture
• Produce clear documentation and governance artifacts to support supervisory discussions and internal controls
• Lead complex analytical workstreams end-to-end with limited oversight while coordinating with cross-functional partners

• Bachelor’s degree in a quantitative field such as statistics, applied mathematics, economics, quantitative finance, and operations research. Advanced degrees preferred.
• 8+ years of experience in capital, margin, or risk analytics within banking, derivatives markets, clearing, or regulated financial infrastructure
• Direct experience with capital adequacy, margin requirements, counterparty exposure, or liquidity risk
• Hands-on experience designing and maintaining quantitative frameworks used in regulated environments
• Experience writing and defending analytical methodologies in regulatory or supervisory contexts