Counterparty Credit Infrastructure and Capital (CCIC) is a global private side group withpresence in Plano, New York, London, Frankfurt, Hong Kong, and Mumbai, and ispart of the Credit Risk organization. CCIC has a wide range of responsibilitiesacross derivatives and other traded products, including analysis of creditexposure for complex transactions, stress testing, wrong way risk, standardizedand advanced regulatory capital models, credit exposure infrastructure, toolsand methodology, and counterparty risk data governance.
CCIC partners widely and in particular with Credit Officers, Capital & Liquidity Management, Quantitative Research, Model Review & Governance, Markets salesand trading, Credit Portfolio Group, Collateral Management, Treasury, andvarious Technology and Operation teams. The Counterparty credit risk data and infrastructure team within CCIC is responsible for understanding the firm'scomplex technology infrastructure, setting data requirements, data analysis,and data quality, in addition to providing key project management support forinitiatives across CCAR and regulatory capital.
The team is seeking an experienced and enthusiastic hands on VP level Data Analyst/Business Analyst with strong project management skills to help drivekey initiatives across Credit and Capital including data quality remediationfrom various sources that requires extensive data analysis.
* Develop strong understanding of counterparty credit risk exposure calculation infrastructure and data lineage, as well as appreciation of exposure models
* Act as subject matter expert on counterparty credit exposure methodology and associated technical infrastructure for derivatives and securities. Provide advice to Credit Officers and help guide methodology and infrastructure updates. Provide support on exposure calculations (i.e. Peak, Average, Stress)
* End-to-end management of a broad based book of work across derivatives, securities financing, and F&O including, but not limited to BAU oversight, and/or initiatives such as it relates to CCAR, Basel, or stress testing
* Represent CCIC at tech infrastructure convergence/migration projects, as well as with regulators.
* Facilitate project meetings; create materials to be used for presentation at working group and senior management meetings
* Work with operations and technology to develop plans for consistent usage of data across various risk calculations (EAD, RWA, Stress Losses, and others) and across front office/risk systems
* Compare usage of reference data and services across various risk for consistency and improvements in risk calculations
* Develop understanding of DQ issues that impact counterparty credit risk and capital metrics. Assess impact of issues and come up with strategic and/or tactical solution/options; document and present to various audiences.
* Identify innovative solutions and opportunities for automating CCR processes
Communicate effectively to multiple levels of management and various business and technology stakeholders
* 7+ years of relevant risk management experience
* Significant relevant experience in risk infrastructure (front office-credit system interactions, SLAs, release prioritization, UAT testing) and data sourcing (including end to end data flows) at a top tier bank. Experience and familiarity with JPMorgan credit infrastructure is a plus
* Strong organizational, control, project management, data analysis, and communication skills. Proven ability to influence diverse groups and negotiate with different teams to get plans rolling and drive projects to completion
* Experience coordinating complex data and infrastructure projects. Attitude of tenaciously following a project/issue until its final resolution
* Ability to consume data from various sources, aggregate, and create a clear and concise story
* Ability to produce clear, well-articulated documentation
* Experience with trading products, spanning derivatives across major asset classes (IR, FX, equities, credit derivatives, commodities, etc.) and securities/repos is desirable
* Knowledge in one or more of the following: Derivatives, F&O, securities financing, CCAR, and/or Basel (IMM, CEM or SA-CCR) and CCAR RWA stress testing, counterparty risk metrics (EAD, PD, LGD, PFE, etc.). Appreciation of credit risk mitigants, knowledge of ISDA/CSA documentation, and mechanics of netting and collateral arrangements
* Programming skills / knowledge of Python, VBA, SQL is a plus
It's easy, and free! Add jobs from any website! Get recommendations from your friends! Start by adding this job...