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Market Risk CCAR
- CCAR position at an invesment bank in NYC.
- Great company culture with an opportunituy for growth.
About Our Client
- Providing subject matter expertise on GMS Market Risk calculations and 14Q Trading Schedule L
- Develop and maintain plans making sure the plans align with the regulatory objective
- Identify data/methodology gaps and develop plan to close these gaps
- Come up with appropriate test cases to ensure newly developed capabilities meet the requirement
- Coordinate with other Change functions, Market Risk Management, IT, and other support functions
The Successful Applicant
The ideal candidates for this role will have:
- 10+ years experience in financial industry
Solid understanding of GMS Market Risk and 14Q Trading schedule
Deep knowledge of data requirements for 14Q Trading, Market Scenarios, risk sensitivities, ladders
- Ability to present complex subject of above CCAR requirements in succinct manner; document process
- Knowledge of traded products from market and counter-party credit risk perspective and understanding on convergence between market and credit risk (such as scenario definition/execution)
- Ability to take lead and ownership and drive the agenda
What's on Offer
Competitive hourly rate with the opportunity for growth.