What are the responsibilities and job description for the Basel Measurement & Analytics Derivatives Analyst position at JPMorgan Chase?
Specific responsibilities include:
Monthly production cycle for RWA calculation and reporting, including Basel 3 Advanced, Basel 3 Standardized, CCP, and Supplementary Leverage Ratio
- To perform ad-hoc quantitative impact analysis on the firm’s RWA under Basel rules and regulations based on input parameters or infrastructure changes – specific to Derivatives risk stripe.
Provide analysis in support of RWA trends and forecast-to-actual variances
Support external regulatory filing deliverables including the FR Y-9C, FFIEC 101 and Pillar 3.
- Perform quarterly stress testing to support CCAR, ICAAP and Risk Appetite deliverables.
- To evaluate and manage controls on key processes and functions.
- To prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital.
Qualifications:
- Bachelor’s degree and 1-4 years’ experience in Finance, Risk Management, or related field.
- Experience with Basel Capital Rules is preferred.
Experience and technical understanding of derivative products.
Exceptional excel/database/desktop skills.
- Ability to work in pressure-oriented environment and able to handle multiple tasks.
- Strong analytical, critical thinking, and problem solving skills with a track record of execution against deliverables; including the ability to take ownership and work independently while contributing to the broader team.
Skills:
- Results oriented individual who can execute tasks within aggressive time frame.
- Excellent interpersonal skills necessary to work effectively with colleagues at various levels of the organization.
- Self-motivated team-player. Must possess the ability to research and resolve issues independently while working across teams to acquire needed information.
- Excellent organization and control focus.
- Superior attention to detail and process-orientation.
- Ability to synthesize and analyze large amounts of data to ascertain key facts and trends.
- Ability to develop strong client relationships and gain consensus on key decisions.