ACCOUNTING & FINANCE PLACEMENTS PHONE: 212-856-9888 FAX: 212-856-0826 info@marcusjobs.com

ACCOUNTING & FINANCE PLACEMENTS PHONE: 212-856-9888
FAX: 212-856-0826
info@marcusjobs.com

29
APR
2016

Market Risk RWA Associate Director

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Large Global Bank seeks an Associate Director to join their Market Risk and Trading Credit Risk Group as an essential player in the design and implementation of risk methodologies to fulfil regulatory requirements.

 

Responsibilities:

  • Drive the methodology development, analysis and documentation for CCAR requirements, focusing on those related to market risk RWA projections, IDR projections, stress loss projections, CCR/CVA capital calculation, and CCR exposure.
  • Participate in the annual CCAR submission/reporting.
  • Ensure that the identification and highlighting of emerging risks are in the proper forum.
  • Formulate the remediation and implementation plans with respect to the Fed’s matters requiring attention.

 

Qualifications:

  • 3+ years of experience in risk management at a financial institution or similar environment.
  • Advanced degree (PhD, Master) on Economics, Finance, or Applied Science.
  • VBA or Matlab programming skills.
  • CCAR and DFAST a plus.
  • Good understanding of macroeconomics, statistics, and finance very helpful.