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

Toronto, ON - Hybrid

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

Discrepancies between BAU risk sensitivities vs FRTB sensitivities

Identify root cause (upstream vs downstream), coordinate fixes, and implement workarounds where needed.

Stakeholder & Vendor Coordination

Act as first point of contact for downstream risk team users, and upstream technology teams during BAU incidents.

Provide clear status updates and explanations to business users.

Log, track, and follow up BAU issues via JIRA.

Required Skills & Experience

Domain & Functional

Understanding of Market Risk / FRTB concepts and regulatory reporting.

Experience supporting risk aggregation or regulatory platforms in a production environment.

Technical & Analytical

Ability to analyze structured risk data files (CSV/TXT).

Comfortable tracing data issues across multiple upstream/downstream systems.

Hands‑on, operational mindset (not a documentation‑only BA).

Soft Skills

Strong problem‑solving and prioritization under time‑critical run schedules.

Confident communicator with stakeholders in risk management team.

Able to work independently and escalate issues with clear diagnostics.

Platform Experience (Preferred)

ActiveViam / Atoti or similar risk analytics platforms