The Market Risk Technology department provides world class business solutions to support Corporate and LOB Market Risk teams. The group works with its business partners in identification, measurement, aggregation and reporting of Market Risk across the firm and ensure that risks are being appropriately managed within the defined risk appetite for the firm. The Market Risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on all financial products subject to market risk sensitivity. All regulatory reporting requirements for market risk including: Basel II.5, Volcker, CCAR, SA-CVA, SA-CCR, and FRTB are calculated. The open position is a Lead Capital Markets Software Engineer working on applications and enhancements to support regulatory reporting.