astra-north

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

astra-north

Toronto, Ontario, CanadaFull timePosted May 7, 2026

Job description

IT Business Analyst – Market Risk (FRTB, Active. Viam/Atoti RIsk) Key Skills: FRTB = Fundamental Review of the Trading Book. Risk involved in trading and investments Active. Viam/Atoti: Real-time data analytics and risk calculation platform Toronto, ON

  • Hybrid 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 (Active. Viam) 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) Active.

Viam / Atoti or similar risk analytics platforms