Capital Management Derivatives Analyst - Credit Risk, Risk Weighted Assets
JPMorgan Chase
- Newark, DE
- Training
- Full-time
- Monthly production cycle for RWA calculation and reporting, including Basel 3 Advanced, Basel 3 Standardized, CCP, and Supplementary Leverage Ratio
- 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.
- To perform ad-hoc quantitative impact analysis on the firm's RWA under Basel rules and regulations based on input parameters or infrastructure changes - specific to Derivatives risk stripe.
- 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.
- Bachelor's degree required
- Minimum of 1years experience in Finance, Risk Management, or related field or internship in relative field
- 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.
- 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.
- Experience with Basel Capital Rules is preferred.
- Experience and technical understanding of derivative products is a bonus.