Our client, a large global bank is looking to add two experienced CCAR professionals with Scenario Design and/or Risk Identification experience to help them address to Fed mandates.

Responsibilities:

• Develop the framework regarding to the CCAR program.
• Stay up to date on current economic market trends to design stress scenarios reflecting the firm’s position in the market.
• Facilitate the creation and execution of the risk process, including identification and documentation for the CCAR submission.
• Design the internal controls of the CCAR plan related to stress testing of trading desk, credit, liquidity, counterparty, operational, and legal risks.
• Verify that the CCAR results conform to the policies in place and make any necessary changes to uphold the requirements of the plan.
• Advise the Head of Risk on the quality of the design, control, and documentation.
• Continue to test significant controls to provide feedback on the operational efficiency.

Qualifications:

• Bachelor’s degree in accounting or finance.
• 3+ years’ experience of risk management in a financial institution or regulatory agency.
• CCAR experience required.
• Experience in Stress testing or scenario Design.
• Superb understanding of risk measurement frameworks across risk types such as market, credit and operation risks with experience in VaR, Stressed VaR, and IRC.
• Excellent knowledge of capital concepts such as Risk-weighted assets (RWA), available capital, capital deductions and balance sheet concepts.
• Strong Microsoft office skills.
• Detail oriented with analytical and strategic mind set to implement risk management models.