DescriptionCorporate Treasury Basel Measurement & Analytics (BM&A) is a firm-wide function in the Firms Treasury and Chief Investment Office (CIO) organization within Corporate Finance. Global Treasury/CIO is responsible for the Funding and Liquidity risk management of the firm worldwide as well as managing the structural Interest Rate Risk of firm across a wide range of asset classes with the main hubs being located in London New York and Hong Kong.
Corporate Treasury oversees the risk-weighted asset (RWA) and capital measurement processes across the firm and helps ensure efficient and appropriate management of our capital. The team oversees and coordinates across established teams in Finance Risk and Regulatory Policy. The teams scope includes policy interpretation oversight of implementation changes and dialogue with regulators on RWA calculations and model changes reporting and establishing RWA limits and managing the firms capital stress testing processes. Its mandate includes determining the appropriate investment in people and technology to improve the accuracy and timeliness of RWA Capital TLAC SLR and Tier1 leverage calculations and other capital metrics as well as the implementation of new rules and guidelines as they are made public.
Job Summary
As a member of the BM&A team the individuals responsibilities will include:
- Act as the primary U.S. resource for External Reporting (ER) for Standardized and Advanced Risk Weighted Assets Reporting
- Support monthly production and reporting of the firmwide Supplementary Leverage ratio (SLR) analyze and interpret trends and present drivers to senior management
- Support all SLR and ER related BAU and adhoc deliverables (e.g. new rule implementation QIS audits strategic initiatives etc)
- Develop a strong understanding of the Basel 3 Endgame (ERBA) re-proposal reporting requirements (when released) and support initiative for a successful implementation
- Develop a strong understanding of regulatory capital rules along with related ratios (CET1 ratio Tier1 ratio Total Capital ratio SLR GSIB score) and metrics to enable delivery of core reporting and analysis
- Ensure FFIEC 101 and HC-R/RC-R reports are accurate and fit-for-filing with Regulators liaising regularly with Schedule Owners and Report Owners to clear edit checks across filing platforms
- Drive firm-wide initiatives to ensure delivery of a consistent and sound operating model as it applies to the production of Basel Regulatory Capital framework across the firm by developing and syndicating guidelines documents
- Actively pursue the resolution of open issues identified by partnering with relevant teams including LOBs and Regulatory Policy to ensure compliance with Basel rules
- Respond to ad-hoc analytical requests from key partners such as Firm-wide Regulatory Reporting and Analysis LOBs Capital Controllers Regulatory Capital Policy as well as senior management
The position involves interaction with many teams across Capital Management and the firm including but not limited to the LOBs FRRA Capital Controllers Corporate finance functions Regulatory Capital policy audit and technology. The ability to work efficiently communicate effectively and influence across these boundaries will be one of the keys to success.
Qualifications
- Minimum of 1-2 years of full time experience in a finance control risk or audit function (experience in Regulatory Capital and/or External Reporting strongly preferred but not required)
- Bachelors degree required Finance/Accounting/Economics or related field preferred
- Creative self-starter with strong initiative ability to take ownership and work with minimum supervision as well as contribute to the broader team
- Strong interpersonal and communication skills and ability to multi-task and work effectively in a fast paced environment to meet deadlines under pressure
- Strong analytical skills control mindset (ability to identify and close control gaps and / or issues)
- Proficiency in Microsoft Office applications (PowerPoint and Excel) as well as Alteryx and Tableau
Required Experience:
IC
DescriptionCorporate Treasury Basel Measurement & Analytics (BM&A) is a firm-wide function in the Firms Treasury and Chief Investment Office (CIO) organization within Corporate Finance. Global Treasury/CIO is responsible for the Funding and Liquidity risk management of the firm worldwide as well as...
DescriptionCorporate Treasury Basel Measurement & Analytics (BM&A) is a firm-wide function in the Firms Treasury and Chief Investment Office (CIO) organization within Corporate Finance. Global Treasury/CIO is responsible for the Funding and Liquidity risk management of the firm worldwide as well as managing the structural Interest Rate Risk of firm across a wide range of asset classes with the main hubs being located in London New York and Hong Kong.
Corporate Treasury oversees the risk-weighted asset (RWA) and capital measurement processes across the firm and helps ensure efficient and appropriate management of our capital. The team oversees and coordinates across established teams in Finance Risk and Regulatory Policy. The teams scope includes policy interpretation oversight of implementation changes and dialogue with regulators on RWA calculations and model changes reporting and establishing RWA limits and managing the firms capital stress testing processes. Its mandate includes determining the appropriate investment in people and technology to improve the accuracy and timeliness of RWA Capital TLAC SLR and Tier1 leverage calculations and other capital metrics as well as the implementation of new rules and guidelines as they are made public.
Job Summary
As a member of the BM&A team the individuals responsibilities will include:
- Act as the primary U.S. resource for External Reporting (ER) for Standardized and Advanced Risk Weighted Assets Reporting
- Support monthly production and reporting of the firmwide Supplementary Leverage ratio (SLR) analyze and interpret trends and present drivers to senior management
- Support all SLR and ER related BAU and adhoc deliverables (e.g. new rule implementation QIS audits strategic initiatives etc)
- Develop a strong understanding of the Basel 3 Endgame (ERBA) re-proposal reporting requirements (when released) and support initiative for a successful implementation
- Develop a strong understanding of regulatory capital rules along with related ratios (CET1 ratio Tier1 ratio Total Capital ratio SLR GSIB score) and metrics to enable delivery of core reporting and analysis
- Ensure FFIEC 101 and HC-R/RC-R reports are accurate and fit-for-filing with Regulators liaising regularly with Schedule Owners and Report Owners to clear edit checks across filing platforms
- Drive firm-wide initiatives to ensure delivery of a consistent and sound operating model as it applies to the production of Basel Regulatory Capital framework across the firm by developing and syndicating guidelines documents
- Actively pursue the resolution of open issues identified by partnering with relevant teams including LOBs and Regulatory Policy to ensure compliance with Basel rules
- Respond to ad-hoc analytical requests from key partners such as Firm-wide Regulatory Reporting and Analysis LOBs Capital Controllers Regulatory Capital Policy as well as senior management
The position involves interaction with many teams across Capital Management and the firm including but not limited to the LOBs FRRA Capital Controllers Corporate finance functions Regulatory Capital policy audit and technology. The ability to work efficiently communicate effectively and influence across these boundaries will be one of the keys to success.
Qualifications
- Minimum of 1-2 years of full time experience in a finance control risk or audit function (experience in Regulatory Capital and/or External Reporting strongly preferred but not required)
- Bachelors degree required Finance/Accounting/Economics or related field preferred
- Creative self-starter with strong initiative ability to take ownership and work with minimum supervision as well as contribute to the broader team
- Strong interpersonal and communication skills and ability to multi-task and work effectively in a fast paced environment to meet deadlines under pressure
- Strong analytical skills control mindset (ability to identify and close control gaps and / or issues)
- Proficiency in Microsoft Office applications (PowerPoint and Excel) as well as Alteryx and Tableau
Required Experience:
IC
View more
View less