Posted in General Business 30+ days ago.
Type: Full-Time
Location: Newark, Delaware
The Basel Measurement & Analytics (BM&A) group within CIO is responsible for calculating, analyzing, and reporting firm-wide RWA for market risk, wholesale credit risk and retail risk stripes. The RWA measures feed into corporate functions to quantify and determine regulatory capital requirements and support external regulatory filings and disclosures. BM&A is responsible for the business requirements to develop and manage the Basel infrastructure and ensure calculations are in compliance with internal capital policy and guidance. In addition, BM&A supports ancillary activities to perform impact analysis on methodology changes driven by new rule proposals, support RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies.
The Basel Measurement & Analytics Derivatives Project Team is responsible for assessing regulatory policy, driving delivery for enhancements to infrastructure needed to support risk regulatory reporting processes related to Basel methodology, and Risk-Weighted Assets (RWA) reporting (specific to the Derivatives risk stripe). The candidate will support BM&A in firm-wide initiatives to implement regulatory requirements, Basel methodology changes, and RWA reporting enhancements. The candidate will lead efforts in analyzing RWA impact, developing frameworks, and strategic solutions RWA. The candidate will work closely with the Production Team, Technology Teams, Data Strategy, Lines of Business, and Policy to advance the firm's agenda.
Specific responsibilities include:
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
CAI
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Pennoni
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Cook & Boardman Group LLC
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