Basel Measurement & Analytics Derivatives Analyst

Specific responsibilities include:

• Monthly production cycle for RWA calculation and reporting including Basel 3 Advanced Basel 3 Standardized CCP and Supplementary Leverage Ratio

• To perform ad-hoc quantitative impact analysis on the firms RWA under Basel rules and regulations based on input parameters or infrastructure changes specific to Derivatives risk stripe.

• Provide analysis in support of RWA trends and forecast-to-actual variances

• Support external regulatory filing deliverables including the FR Y-9C FFIEC 101 and Pillar 3.

• Perform quarterly stress testing to support CCAR ICAAP and Risk Appetite deliverables.
• To evaluate and manage controls on key processes and functions.
• To prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital.

Qualifications:

• Bachelors degree and 1-4years experience in Finance Risk Management or related field.
• Experience with Basel Capital Rules is preferred.

• Experience and technical understanding of derivative products.

• Exceptional excel/database/desktop skills.

• Ability to work in pressure-oriented environment and able to handle multiple tasks.
• Strong analytical critical thinking and problem solving skills with a track record of execution against deliverables; including the ability to take ownership and work independently while contributing to the broader team.

Skills:

• Results oriented individual who can execute tasks within aggressive time frame.
• Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization.
• Self-motivated team-player. Must possess the ability to research and resolve issues independently while working across teams to acquire needed information.
• Excellent organization and control focus.
• Superior attention to detail and process-orientation.
• Ability to synthesize and analyze large amounts of data to ascertain key facts and trends.
• Ability to develop strong client relationships and gain consensus on key decisions.