Office Status: Hybrid
Salary: $120,000 to $140,000
Responsibilities:
Perform market and credit risk capital calculations for all products (banking, brokerdealer and derivatives trading) under Basel III
Conduct quantitative analyses to explain variation in the risk capital
Prepare and distribute risk capital reports, including rigorous data validation and effective commentary
Review, monitor, and manage risk capital budgets
Establish, document, automate, and sustain new processes for capital calculations and reporting
Liaise with entities in the collection and integration of risk and capital data
Produce insightful reporting to management and stakeholders, informing how business decisions may be impacted by observed, and potential, changes in risk capital
Prepare analyses and commentary in response to audit and regulatory inquires on risk capital
Perform statistical analyses to forecast risk capital
Participate in the initiative to consolidate all capital calculations
