Exciting opportunity to be at the front line in Capital Management RWA Calculations for Securitization products!

As a Capital Management Securitizations Associate in the Capital Management team you will be responsible for end-to-end oversight of the firm’s capital management framework to ensure the firm is compliant with regulatory capital requirements and maintains fortress principles related to capital levels, capital distributions/buy-backs, capital stress testing and internal capital allocation. You will work in close partnership with stakeholders within Risk, the Business and other Finance functions around the world to ensure a cohesive global approach to capital management.

The Basel Measurement and Analytics group within Capital Management produces and analyzes firm-wide regulatory capital results on a monthly basis. The team is responsible for implementation of Basel rules and enhancement to the Basel reporting infrastructure. 

You will work closely with Lines of Business, Model Implementation, Technology and Regulatory Policy to advance the Firm’s capital agenda in the Securitization risk stripe.

Job responsibilities

• Performs deliverables related to production of Securitization RWA including Analyze RWA, perform trend analysis, forecast-to-actual results variances and provide insights for stakeholders and senior management.
• Maintains Procedure documents for the production process. Maintain Implementation guidance documents detailing the data, associated rule implementation for RWA calculation and reporting
• Performs quantitative impact studies (QIS) and Comprehensive Capital Analysis and Review (CCAR) for regulatory agencies. Understand the upcoming rules and regulations in Securitization domain, determine data gaps, draft resolution plans, and create implementation processes for reporting
• Meets internal/external audit requirements, provide requisite datasets and documents for review
• Partners with risk management, lines of business and technology teams to identify and remediate data quality issues. Tracking and management of issues through to resolution
• Implements new business initiatives, model updates collaborating with stakeholders and partnering with Technology

Required qualifications, capabilities, and skills

• Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint) 
• bachelor’s degree required .-Finance/Accounting Major or CFA charter holders
• Minimum of 2 years relative experience 
• Should have ability to multi-task, decide prioritization and capability to make decisions, organized, self-motivated and be a team player
• Good interpersonal, oral and written communication skills to collaborate effectively with cross-functional groups and cross-continent teams
• Strong analytical and problem solving skills, with focus on controls. Superior attention to detail and process-orientation