Posted in General Business 30+ days ago.
Type: Full-Time
The Basel Measurement and Analyticsgroup within CIO Treasury function is responsible for producing firm-wide credit risk regulatory capital results on a monthly basis. The team oversees implementation of Basel 3 requirements and enhancement to the Basel reporting infrastructure. The team is also responsible for stress testing capital calculations for CCAR and Risk Appetite, Quantitative Impact Studies (QIS) for regulators, and ad-hoc requests from senior management. CMO is responsible for partnering with JPMC functions, including Market Risk, Model Development & Review, Risk Reporting, Corporate Financial Reporting and the LOB's to establish control and governance best practices and accountability for the Regulatory Capital process.
The associate will be responsible for any project work across the Securities Financing transaction products, including but not limited to interface with modeling team to understand risk parameter methodology, new Regulatory requirements and Policy updates on internal rule interpretation, while overseeing capital model development and implementation. The position interfaces with across LOB to support business initiative including various technology team and project teams on strategic implementation for the Securities Financing Transaction (SFT) portfolio which is a combination of repo-style transactions, CCP Repo and eligible margin loans. The candidate will be responsible for producing RWA under Basel 3 rules, analyzing quarter-over-quarter changes in RWA, working with LOB controllers and Credit Officers to determine variance drivers such as portfolio changes, policy updates and capital treatment. The candidate will manage the adjustment process and be owner of data issue identification, tracking and resolution.
Qualifications
EDUCATION
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.
Equal Opportunity Employer/Disability/Veterans
Church World Service, Inc. |
Church World Service, Inc. |
Church World Service, Inc. |