The candidate’s responsibilities include the calculation, explain, consolidation and reporting of Market Risk RWA.
The candidate will be responsible for partnering with LOB Controllers, MRQR, and Market Risk Coverage & Reporting teams to investigate and explain the drivers behind RWA & Capital changes for specific portfolios.
The candidate will also participate in ad hoc quantitative impact analysis studies supporting business partners, senior management and regulatory requests.
In addition, the role will also involve working with technology to assist in the development and testing of new RWA explain/analysis tools and resolving data quality issues.
Finally, h/she will work with the CP&O and Basel Independent Review teams to interpret and implement policy and methodology changes, ensure full E2E process documentation, and improve governance and control processes.
Responsibilities for this role include, but are not limited to: Manage calculation infrastructure and ensure compliance with rules Translate new rules and policy decisions into business requirements for implementation Perform impact analysis on methodology enhancements and rule changes Provide RWA for CCAR, Resolution & Recovery, Pillar 2 ICAAP and Pillar 3 Disclosure Liaison with business partners to document and/or update operating model, roles & responsibilities, controls & governance, and process flows as appropriate Identify operational risks and works towards streamlining and improving process efficiency and controls Manage team and provide appropriate coaching, training and development support Education Degree in a Finance, Economics, Statistics, Engineering, Computer Science or related field; advanced degree a plus; FRM certification a plus; knowledge of Market Risk Rules a plus Experience 7-10 years’ experience in regulatory capital reporting, finance, risk management, or related field Successfully partnering with technology, operate, and business to define business requirements and drive issue resolution Product Control, Valuation, or Market Risk related experience preferred.
Analytical and quantitative experience/education preferred Experience in derivatives across multiple asset classes Experience with working in a highly regulated environment and identifying, performing, and documenting controls and governance processes Prior experience in analyzing and investigating the output of risk or pricing models on a daily basis Experience supporting large initiatives across multiple functional groups Comfortable with handling large datasets; Strong Excel skills; SQL/VB/Database experience a plus Skills Ability to self-manage, prioritize and work independently with strong problem solving and analytical skills Must be comfortable leading and taking the initiative and working in a “build out” environment as opposed to BAU Excellent communication skills (both verbal and written) Strong organizational skills and an understanding of process controls and reporting Ability to work well under pressure, manage tight deadlines and balance multiple priorities Ability to manage, develop and influence people Ability to support large initiatives across multiple functional groups
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