Market Risk Consultant
The Market and Counterparty Risk Management (MCRM) Group is responsible for the measurement, reporting, monitoring and oversight of market and counterparty exposures for the bank.
The group is responsible for providing effective governance over activities that create market and counterparty risk, ensuring we have robust infrastructure to capture and report on exposures, and meeting a broad set of regulatory requirements for risk management, stress-testing and capital planning.
The MCRM Group is seeking an experienced analyst to join the Data Governance team to support the adoption of the firms target state data strategy. This individual will partner with Market and Counterparty Credit Risk Teams, Technology, Lines of Business and enterprise Data Management and Insights groups to analyze current state and execute plans to migrate to target capabilities.
General Responsibilities Include:
- Partnering with key stakeholders to analyze the current environment capabilities
- Perform gap analysis as required between current capabilities and target state data strategy.
- Partnering with other risk domains, lines of businesses and Technology is critical in shaping the direction of the target state objectives.
- Developing and executing complex data sourcing plans
3+ years of experience in one or a combination of the following: trading, desk analyst, or capital markets
- Strong analytical skills with high attention to detail and accuracy
- Excellent verbal, written, and interpersonal communication skills
- Stakeholder engagement and facilitation experience
- Risk management or regulatory reporting (CCAR, FRY-14, etc.) experience
- Experience mapping complex data derivations and calculations
- Knowledge and understanding of SQL
- Advanced Microsoft Office skills
- Outstanding problem solving and decision making skills