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DESCRIPTION:
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Applied Mathematics, Finance, Statistics, Risk Management, Economics, or related field of study plus 5 (Five) years of experience in the job offered or as Capital Risk, AVP Capital Manager/Analyst, AVP Stress Testing Specialist, Data Scientist, or related occupation. The employer will alternatively accept a Bachelor's degree in Applied Mathematics, Finance, Statistics, Risk Management, Economics, or related field of study plus 7 (Seven) years of experience in the job offered or as Capital Risk, AVP Capital Manager/Analyst, AVP Stress Testing Specialist, Data Scientist, or related occupation.
Skills Required: This position requires 5 years of experience with the following: technologies and tools including Microsoft Office Suite (Excel, PowerPoint, Outlook) and Automation; and Statistical concepts, including variance, standard deviation, and normal distribution. This position requires 4 years of experience with the following: US Basel capital rules, including FRB and OCC rule implementation (CET1 capital, Tier 1, Tier 2, Total Capital, Standardized and Advanced measures, TLAC, SLR, and Sub Debt); Overall capital contingency framework (CCP); RWA calculation (standardized and advanced) methodology across asset classes, including loans and commitments, and AFS/HTM; Regulatory filings for banks; Capital forecasting, including projections of RWA, CET1 capital, Tier 1 capital, and Tier 2 capital; Peer bank analysis on capital; and CCAR/DFAST stress testing framework for banks.
Job Location: 4 Chase Metrotech Center, Brooklyn, NY 11245.
Full-Time. Salary: $169,744 - $209,000 per year.
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