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Job Description:
Job Description:
Global Markets Risk Management serves as independent market risk oversight of the Firm’s trading activities. The Global Market Risk Stress Testing team within this organization is responsible for the implementation and management of critical enterprise processes and analysis to support the global markets business and senior risk management.
The team is seeking a highly motivated individual to support regulatory reporting (FR Y-14Q Schedule F) associated with market risk stress testing. The candidate will support both ongoing BAU and initiative / improvement work in this reporting schedule. The candidate in this role will have a wide range of responsibilities from supporting the end-to-end report production process, running a suite of controls on the final report, responding to ad hoc questions from senior leaders and regulators, maintaining process and control documentation and driving improvements in the overall process.
This work will require extensive engagement across risk functions and other partners across the Firm. The candidate will also be a key participant in compliance, audit and regulatory testing related to the reporting schedule.
a. Ownership of the end-to-end report production process
b. Maintaining a strong control environment for the reporting process
c. Fielding ad-hoc questions on reports from regulators, internal senior risk leaders, and audit partners
d. Working with technology and data partners to correct issues and enhance functionality
e. Maintain and develop documentation on processes
-- Incumbents typically have 5 years of experience in the financial industry, ideally with knowledge of market risk concepts
-- Very high level of Microsoft Excel proficiency
-- Highly motivated individual who fully understands the demands of a market risk professional with ability to work in a fast-paced environment
-- Highly proficient at communication with ability to influence co-workers across our global team and all levels of the organization
-- Intellectually curious with the ability to investigate and develop root cause analysis for issues and propose corresponding process or technology changes
-- Effective time management skills, with the ability to manage multiple high priority deliverables simultaneously
-- Attention to detail
-- Familiarity with market risk metrics like Value-at-Risk (VaR), greeks and stress testing
-- Academic achievement in quantitative disciplines such as mathematics or statistics
-- Understanding of traded products across all asset classes
-- Familiarity with coding, Python or SQL
Skills:
Attention to Detail
Data Quality Management
Data and Trend Analysis
Prioritization
Reporting
Analytical Thinking
Continuous Improvement
Problem Solving
Risk Management
Written Communications
Business Process Analysis
Controls Management
Data Visualization
Process Design
Regulatory Relations
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