Job Responsibilities
- Support CCAR (Comprehensive Capital Analysis and Review) model enhancement/development (qualitative and quantitative based modeling using Python), execution, analysis and review
- Synthesize results from stress projections into holistic presentations for senior management
- Understand the interactions between different financial concepts on CIB’s stress projections – particularly in the Markets businesses
- Focus on process improvement – be part of a continuous improvement team which is moving towards automated, repeatable solutions
- Operate under tight timelines to comply with internal and regulatory-prescribed deadlines
- Manage interactions with partner teams which have competing or dual priorities
- Concisely convey topics to audiences with varying backgrounds on FTP / BS / NII
- Work closely with a global team operating on multiple continents
- Grow into a technical job area to become a subject matter expert
Qualifications, Skills, and Capabilities
- 2+ years supporting a large financial services organization
- Familiarity and experience with Capital Stress Testing
- Knowledge or experience or familiarity to risk management
- Regression-based modeling experience
- A strong understanding of statistical concepts
- Coding experience, python greatly preferred
- Comfortable working autonomously in an unstructured environment
- Excellent organizational and problem-solving skills
- Proficient in Microsoft applications, specifically Excel and PowerPoint
- Ability to execute tasks under aggressive targets and effectively manage to changes in plan
- Ability to work under pressure and to strict deadlines with competing tasks
- Good organizational skills & planning ability; strong teamwork and communication skills
- Results oriented without compromising control
Preferred Qualifications, Skills, and Capabilities
- Experience in with Markets products
- Previous experience analyzing FTP/NII
- Knowledge of Commercial Investment Bank (CIB) products and Basel rules
- Statistical modeling and Python coding experience