Job Description

Seeking a senior expert in Markets to focus on business facilitation and capital efficiency.

The Markets business trades a variety of products in multiple asset classes and jurisdictions. As part of its capital efficiency goals, we need to ensure our new product, business growth and optimization plans make sense under various complex and frequently evolving regulatory rules. The business requires an experienced lead to help understand and navigate the regulatory capital framework in order to drive business performance.

Job Background/context: Markets Capital Task force is co-led by In-Business Market Risk & XVA teams. The XVA trading desk (part of Counterparty Trading & Risk) is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. The In-Business Market Risk team is responsible for market risk across asset classes. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets.

Key Responsibilities:

• Help deliver on key change initiatives ongoing firmwide
• Be Capital subject expert: provide guidance to Markets business heads, traders and salespeople
• Ensure new product and business growth goals make sense under various capital regimes
• Help Markets optimize mix of business to be both compliant with regulation and profitable
• Interpretive liaison to all reviews impacting Markets
• Understand regulatory perspective on rules and educate others
• Specific focus and expertise on Derivatives & SFTs, but also other product types
• Educate businesses on different components of capital stack
• Share relevant knowledge and best practices across asset classes
• Regular dialogue and partnership with business, IT, Quants, Finance and Risk

Knowledge/Experience:

• Must have multiple years’ experience working in Markets capital-related role or similar
• Strong experience working in or with multiple lines of defense and preferably regulators
• Must have cross-asset Markets background
• Must stay up to date with regulatory changes
• Proficiency preferred in regulatory capital rules, including Counterparty Credit Risk RWA, GSIB, SLR, etc.

Skills:

• Expert knowledge of the regulatory environment with impact across asset classes
• Very strong analytical and mathematical skill.
• Comfortable with derivatives modelling concepts.
• Attention to detail.
• Demonstrable team skills both within and across teams.
• Ability to pick up new concepts and think outside the box.

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