Market Risk Expert - PRSP RBM TA-195-2025

As a member of the Prudential Regulation and Supervisory Policy (PRSP) Department, the Market Risk Expert reports to the Head of the Risk-Based Metrics Unit (RBM). The Expert contributes either to the EBA’s policy work on market risk, including counterparty credit risk, market infrastructures or to the EBA’s validation/supervision work of pro forma initial margin models under EMIR.

The Market Risk Expert also contributes to other works of the Prudential Regulation and Supervisory Policy Department with particular reference to the areas covered by the Risk-Based Metrics Unit, including the areas of credit and operational risk, investments and securitisation.