Capital Risk [Multiple Positions Available]
Capital Risk [Multiple Positions Available]
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$ 169744 - 209000
1 Vacancy
Job Description
DESCRIPTION:
Duties: Monitor capital metrics against capital risk limits and indicators and escalate breaches. Ensure accuracy of capital metrics being reported. Perform independent assessment of the firms capital management activities including assessment of the firms internal minimum capital targets and post stress internal minimums and firm-wide and Line of Business capital allocation results. Perform deep dives impacting firms capital including changes in regulatory requirements firms risk and/or balance sheet market dynamics and presenting to senior management. Lead projects to enhance risk and leverage based capital metric monitoring. Interact with the key members of capital management capital P&A controllers and various support functions. Lead the review of credit risk transfer activities develop governance and controls and new firm-wide risk porting. Review CCAR and Risk Appetite stress testing results. Develop methodology for setting internal capital Risk Appetite tolerance. Review Contingency Capital Plan and its annual recalibration and its integration with the firm-wide capital risk limits and indicators recalibration. Review new business initiatives (NBIA) and Reorganizations and Capital Actions (RCA) from a capital perspective assessing impact to CET1 GSIB SCB leverage exposure RWA.
QUALIFICATIONS:
Minimum education and experience required: Masters degree in Applied Mathematics Finance Statistics Risk Management Economics or related field of study plus 5 (Five) years of experience in the job offered or as Capital Risk AVP Capital Manager/Analyst AVP Stress Testing Specialist Data Scientist or related occupation. The employer will alternatively accept a Bachelors degree in Applied Mathematics Finance Statistics Risk Management Economics or related field of study plus 7 (Seven) years of experience in the job offered or as Capital Risk AVP Capital Manager/Analyst AVP Stress Testing Specialist Data Scientist or related occupation.
Skills Required: This position requires 5 years of experience with the following: technologies and tools including Microsoft Office Suite (Excel PowerPoint Outlook) and Automation; and Statistical concepts including variance standard deviation and normal distribution. This position requires 4 years of experience with the following: US Basel capital rules including FRB and OCC rule implementation (CET1 capital Tier 1 Tier 2 Total Capital Standardized and Advanced measures TLAC SLR and Sub Debt); Overall capital contingency framework (CCP); RWA calculation (standardized and advanced) methodology across asset classes including loans and commitments and AFS/HTM; Regulatory filings for banks; Capital forecasting including projections of RWA CET1 capital Tier 1 capital and Tier 2 capital; Peer bank analysis on capital; and CCAR/DFAST stress testing framework for banks.
Job Location: 4 Chase Metrotech Center Brooklyn NY 11245.
Full-Time. Salary: $169744 - $209000 per year.
Employment Type
Full-Time
